A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (Q2909979): Difference between revisions
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| Property / author: Arturo Kohatsu-Higa / rank | |||
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Latest revision as of 19:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations |
scientific article |
Statements
A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (English)
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7 September 2012
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Euler-Maruyama scheme
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Kusuoka scheme
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Milshtein scheme
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weak approximations
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stochastic equations
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