Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/mana.19911510114 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029337327 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3862204 / rank | |||
Normal rank | |||
Latest revision as of 09:06, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of Convergence of the Euler Approximation for Diffusion Processes |
scientific article |
Statements
Rate of Convergence of the Euler Approximation for Diffusion Processes (English)
0 references
1991
0 references
diffusion processes
0 references
Wiener process
0 references
time-discrete Monte Carlo simulation
0 references
order of convergence
0 references
Euler approximation
0 references
weak solution
0 references
Itô stochastic differential equation
0 references
rate of convergence
0 references
