Reference : Edgeworth expansion for Euler approximation of continuous diffusion processes
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/45659
Edgeworth expansion for Euler approximation of continuous diffusion processes
English
Podolskij, Mark mailto [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
Veliyev, Bezirgen mailto [Aarhus Universitet - AU > Economics and Management]
Yoshida, Nakahiro mailto []
2020
Annals of Applied Probability
Institute of Mathematical Statistics
30
4
1971–2003
Yes (verified by ORBilu)
International
1050-5164
OH
http://hdl.handle.net/10993/45659
10.1214/19-AAP1549

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