✦ LIBER ✦

Limit Distributions for the Error in Approximations of Stochastic Integrals

✍ Scribed by Holger Rootzén

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the error in Padé approximations for

✍ Yudell L. Luke 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 479 KB

Theorems on convergence of stochastic in

✍ N. V. Smorodina; M. M. Faddeev 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 336 KB

Stochastic approximation for integral eq

✍ G. I. Salov 📂 Article 📅 1975 🏛 Springer US 🌐 English ⚖ 168 KB

Limit distribution of the integrated squ

✍ E. Nadaraya 📂 Article 📅 1994 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 511 KB

A simple closed-form approximation for t

✍ Wen-Jen Tsay, Cliff J. Huang, Tsu-Tan Fu, I.-Lin Ho 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 347 KB

Error Estimations for the Euler-Maruyama

✍ KANAGAWA, Shuya 📂 Article 📅 1995 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 1007 KB