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Journal articles
Sharp estimates for the convergence of the density of the Euler scheme in small time
Abstract : In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.
https://hal.archives-ouvertes.fr/hal-00281365
Contributor : Celine Labart <>
Submitted on : Thursday, May 22, 2008 - 9:11:35 AM
Last modification on : Thursday, November 19, 2020 - 1:00:55 PM
Long-term archiving on: : Friday, September 28, 2012 - 2:55:21 PM
Contributor : Celine Labart <>
Submitted on : Thursday, May 22, 2008 - 9:11:35 AM
Last modification on : Thursday, November 19, 2020 - 1:00:55 PM
Long-term archiving on: : Friday, September 28, 2012 - 2:55:21 PM
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