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» On the convergence of Hill's method
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SIAMCO
2010
66views more  SIAMCO 2010»
13 years 6 months ago
Regression Methods for Stochastic Control Problems and Their Convergence Analysis
Denis Belomestny, Anastasia Kolodko, John Schoenma...
MOC
1998
89views more  MOC 1998»
13 years 8 months ago
Approximation of continuous time stochastic processes by a local linearization method
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Isao Shoji