On some non asymptotic bounds for the Euler scheme (Q638339): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1001.1347 / rank | |||
Normal rank | |||
Latest revision as of 16:36, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some non asymptotic bounds for the Euler scheme |
scientific article |
Statements
On some non asymptotic bounds for the Euler scheme (English)
0 references
9 September 2011
0 references
non-asymptotic Monte Carlo bounds
0 references
discretization schemes
0 references
Gaussian concentration
0 references
