Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-27440-4_4.pdf
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5. V. Bally and D. Talay. The law of the Euler scheme for stochastic differential equations: I. Convergence rate of the distribution function. Probab. Theory Related Fields, 104-1:43–60, 1996.
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