Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292): Difference between revisions

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Latest revision as of 15:07, 9 December 2024

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Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
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    Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (English)
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    7 December 2016
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    Euler-Maruyama approximation
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    strong convergence
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    stochastic differential equation
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    local time
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    bounded variation
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