approximation of expectation of diffusion process
EconPapers: A General Computation Scheme for a High-Order.
approximation of expectation of diffusion process
approximation of expectation of diffusion process
Free-knot spline approximation of stochastic processes.IEEE Xplore - A contractivity approach for probabilistic bisimulations.
A stopping rule for choosing the best of three coins.
Stein's method for diffusion approximations - Springer.
By a (G, F, h) age-and-position dependent branching process we mean a. diffusion processes continuous state he anching processes approximation ... the expectation under the assumption that the process begins with a single initial.
Apr 21, 2013. [1999] is a widely applicable methodology for an analytic approximation of expectation of a certain functional of diffusion processes. Hence.
modelling of high-dimensional diffusion stochastic. - World Scientific.