论文信息 - Sharp estimates for the convergence of the density of the Euler scheme in small time - 字舞流文

Sharp estimates for the convergence of the density of the Euler scheme in small time

In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.

Céline Labart | Emmanuel Gobet | E. Gobet | C. Labart

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