Approximation des trajectoires et temps local des diffusions
- Other title
- Paths approximations and local time of diffusion processes (en)
- Author
- AZAIS, J. -M
INRA, lab. biométrie, Versailles 78026, France - Source
Annales de l'I.H.P. Probabilités et statistiques. 1989, Vol 25, Num 2, pp 175-194, 20 p ; ref : 9 ref
- CODEN
- AHPBAR
- ISSN
- 0246-0203
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Paris
- Publication country
- France
- Document type
- Article
- Language
- French
- Keyword (fr)
- Approximation Convergence en probabilité Convolution Croisement niveau Discrétisation Interpolation linéaire Processus diffusion Convergence en probabilité Densité conjointe Fonction Wiener Temps local
- Keyword (en)
- Approximation Convergence in probability Local time Convolution Level crossing Discretization Linear interpolation Diffusion process Convergence in probability Local time
- Keyword (es)
- Aproximacion Convergencia en probabilidad Convolución Cruce nivel Discretización Interpolación lineal Proceso difusión Convergencia en probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 19284409
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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