G5 Doctoral dissertation (article)
Approximation of heat equation and backward SDEs using random walk : convergence rates (2018)


Luoto, A. (2018). Approximation of heat equation and backward SDEs using random walk : convergence rates. : University of Jyväskylä.


JYU authors or editors


Publication details

All authors or editors: Luoto, Antti

ISBN: 978-951-39-7575-3

Journal or series: Report / University of Jyväskylä, Department of Mathematics and Statistics

ISSN: 1457-8905

Publication year: 2018

Number in series: 169

Number of pages in the book: 24

Publisher: University of Jyväskylä

Place of Publication: Jyväskylä

Publication country: Finland

Publication language: English

Persistent website address: http://urn.fi/URN:ISBN:978-951-39-7576-0

Open Access: Publication published in an open access channel

Publication is parallel published (JYX): http://urn.fi/URN:ISBN:978-951-39-7576-0

Additional information: Artikkeliväitöskirjan yhteenveto-osa ja 4 eripainosta. Julkaistu myös verkkoaineistona.


Keywords: approximation; stochastic processes; partial differential equations

Free keywords: Brownian motion; random walks; stochastic differential equations; backward heat equation


Contributing organizations


Ministry reporting: Yes

Reporting Year: 2018

Preliminary JUFO rating: Not rated


Last updated on 2020-18-10 at 20:25