Discretization for stochastic differential equations, $L\sp p$ Wasserstein metrics, and econometrical models

VOL. 28 | 1996 Discretization for stochastic differential equations, $L\sp p$ Wasserstein metrics, and econometrical models

Chapter Author(s) Matthias Gelbrich, Svetlozar T. Rachev

Editor(s) Ludger Rüschendorf, Berthold Schweizer, Michael D. Taylor

IMS Lecture Notes Monogr. Ser., 1996: 97-119 (1996) DOI: 10.1214/lnms/1215452613

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Vol. 28 • 1 January 1996

Institute of Mathematical Statistics

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