Sharp estimates for the convergence of the density of the Euler scheme in small time.
Gobet, Emmanuel ; Labart, Céline
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 352-363 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:224071 
@article{05636417,
     title = {Sharp estimates for the convergence of the density of the Euler scheme in small time.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {352-363},
     zbl = {1188.65007},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636417}
}

Gobet, Emmanuel; Labart, Céline. Sharp estimates for the convergence of the density of the Euler scheme in small time.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 352-363. http://gdmltest.u-ga.fr/item/05636417/