Edgeworth type expansions for Euler schemes for stochastic differential equations.

Valentin Konakov; Enno Mammen

doi:10.1515/mcma.2002.8.3.271

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Edgeworth type expansions for Euler schemes for stochastic differential equations.

Valentin Konakov and Enno Mammen

Published/Copyright: October 16, 2009

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From the journal Volume 8 Issue 3

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APA
Harvard
Chicago
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Konakov, Valentin and Mammen, Enno. "Edgeworth type expansions for Euler schemes for stochastic differential equations." Monte Carlo Methods and Applications, vol. 8, no. 3, 2002, pp. 271-286. https://doi.org/10.1515/mcma.2002.8.3.271

Konakov, V. & Mammen, E. (2002). Edgeworth type expansions for Euler schemes for stochastic differential equations.. Monte Carlo Methods and Applications, 8(3), 271-286. https://doi.org/10.1515/mcma.2002.8.3.271

Konakov, V. and Mammen, E. (2002) Edgeworth type expansions for Euler schemes for stochastic differential equations.. Monte Carlo Methods and Applications, Vol. 8 (Issue 3), pp. 271-286. https://doi.org/10.1515/mcma.2002.8.3.271

Konakov, Valentin and Mammen, Enno. "Edgeworth type expansions for Euler schemes for stochastic differential equations." Monte Carlo Methods and Applications 8, no. 3 (2002): 271-286. https://doi.org/10.1515/mcma.2002.8.3.271

Konakov V, Mammen E. Edgeworth type expansions for Euler schemes for stochastic differential equations.. Monte Carlo Methods and Applications. 2002;8(3): 271-286. https://doi.org/10.1515/mcma.2002.8.3.271

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Published Online: 2009-10-16

Published in Print: 2002

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Edgeworth type expansions for Euler schemes for stochastic differential equations.
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https://doi.org/10.1515/mcma.2002.8.3.271

Articles in the same Issue

Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
Edgeworth type expansions for Euler schemes for stochastic differential equations.
Method of trajectory rotation as a Monte Carlo variance reduction technique
Propagation of chaos for Kac particle Systems
Editorial Board