Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations (Q4868308): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1515/mcma.1995.1.3.165 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2065252948 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 15:38, 19 March 2024
scientific article; zbMATH DE number 852098
Language | Label | Description | Also known as |
---|---|---|---|
English | Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations |
scientific article; zbMATH DE number 852098 |
Statements
Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations (English)
0 references
6 March 1996
0 references
error bounds
0 references
Euler-Maruyama numerical approximations
0 references
multidimensional Ito stochastic differential equation
0 references
convergence
0 references