Weak approximation of SDEs by discrete-time processes.

Zähle, Henryk

Journal of Applied Mathematics and Stochastic Analysis (2008)

  • Volume: 2008, page Article ID 275747, 15 p.-Article ID 275747, 15 p.
  • ISSN: 2090-3332

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Zähle, Henryk. "Weak approximation of SDEs by discrete-time processes.." Journal of Applied Mathematics and Stochastic Analysis 2008 (2008): Article ID 275747, 15 p.-Article ID 275747, 15 p.. <http://eudml.org/doc/54509>.

@article{Zähle2008,
author = {Zähle, Henryk},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 275747, 15 p.-Article ID 275747, 15 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Weak approximation of SDEs by discrete-time processes.},
url = {http://eudml.org/doc/54509},
volume = {2008},
year = {2008},
}

TY - JOUR
AU - Zähle, Henryk
TI - Weak approximation of SDEs by discrete-time processes.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 275747, 15 p.
EP - Article ID 275747, 15 p.
LA - eng
UR - http://eudml.org/doc/54509
ER -

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