Weak approximation of SDEs by discrete-time processes.
Zähle, Henryk
Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008), / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
DOI : https://doi.org/10.1155/2008/275747
EUDML-ID : urn:eudml:doc:54509
@article{05314238,
     title = {Weak approximation of SDEs by discrete-time processes.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2008},
     year = {2008},
     doi = {10.1155/2008/275747},
     zbl = {1145.60038},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05314238}
}
Zähle, Henryk. Weak approximation of SDEs by discrete-time processes.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008) . doi : 10.1155/2008/275747. http://gdmltest.u-ga.fr/item/05314238/