Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

Verfasser / Beitragende:
[Qingshuo Song, Gang Yin]
Ort, Verlag, Jahr:
2010
Enthalten in:
Journal of Systems Science and Complexity, 23/3(2010-06-01), 600-621
Format:
Artikel (online)
ID: 445137002