"A New Discretization Scheme for One Dimensional Stochastic Differential ..."

Masaaki Fukasawa, Mitsumasa Ikeda (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-06-09

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  - journals/corr/abs-2006-02626
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  - https://dblp.org/rec/journals/corr/abs-2006-02626
Masaaki Fukasawa, Mitsumasa Ikeda:
A New Discretization Scheme for One Dimensional Stochastic Differential Equations Using Time Change Method. CoRR abs/2006.02626 (2020)

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