Dirichlet forms methods, an application to the propagation of the error due to the Euler scheme

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dc.creatorBouleau, Nicolas
dc.date2006-10-16
dc.date.accessioned2026-07-07T07:39:45Z
dc.date.available2026-07-07T07:39:45Z
dc.descriptionWe present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the solution of an sde due to the Euler scheme in terms of a Dirichlet form on the Wiener space, what allows to propagate this error thanks to functional calculus.
dc.description15p
dc.identifierhttps://arxiv.org/abs/math/0610475
dc.identifierhttp://arxiv.org/abs/math/0610475
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121569
dc.subjectProbability
dc.subject31C25 60H07 60H10
dc.titleDirichlet forms methods, an application to the propagation of the error due to the Euler scheme
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