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Edgeworth expansion for Euler approximation of continuous diffusion processes
PODOLSKIJ, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro
2020 • In Annals of Applied Probability, 30 (4), p. 1971–2003
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/45659
DOI
10.1214/19-AAP1549
 

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Disciplines :
Mathematics
Author, co-author :
PODOLSKIJ, Mark  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Veliyev, Bezirgen;  Aarhus Universitet - AU > Economics and Management
Yoshida, Nakahiro
External co-authors :
yes
Language :
English
Title :
Edgeworth expansion for Euler approximation of continuous diffusion processes
Publication date :
2020
Journal title :
Annals of Applied Probability
ISSN :
1050-5164
Publisher :
Institute of Mathematical Statistics, United States - Ohio
Volume :
30
Issue :
4
Pages :
1971–2003
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 19 January 2021

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