✦ LIBER ✦

Transition Densities of Diffusion Processes : Numerical Comparison of Approximation Techniques

✍ Scribed by Jensen, Bjarke; Poulsen, Rolf

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Comparison theorem and estimates for tra

✍ Zhongmin Qian; Francesco Russo; Weian Zheng 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 201 KB

Reduction of dimensionality by approxima

✍ Art Lew 📂 Article 📅 1972 🏛 Elsevier Science 🌐 English ⚖ 536 KB

Diagonal estimates of transition probabi

✍ Satoshi Takanobu 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 668 KB

Approximation of the posterior density f

✍ J.A. Cano; M. Kessler; D. Salmerón 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 154 KB

Analytic-numerical approximating process

✍ J.C. Cortés; P. Sevilla-Peris; L. Jódar 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 606 KB

Bounds for the transition density of tim

✍ A.N. Downes 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 604 KB