The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (Q4716056): Difference between revisions
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| Property / DOI: 10.1515/mcma.1996.2.2.93 / rank | |||
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| Property / author: Vlad Bally / rank | |||
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| Property / author: Vlad Bally / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2077315519 / rank | |||
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| Property / DOI: 10.1515/MCMA.1996.2.2.93 / rank | |||
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Latest revision as of 15:08, 30 December 2024
scientific article; zbMATH DE number 947560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density |
scientific article; zbMATH DE number 947560 |
Statements
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (English)
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20 July 1997
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approximation problem
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Euler discretization scheme
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nondegeneracy condition of Hörmander type
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small perturbation
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