Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211): Difference between revisions
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Convergence of discretized stochastic (interest rate) processes with stochastic drift term | |||
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Convergence of discretized stochastic (interest rate) processes with stochastic drift term (English) | |||
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Latest revision as of 10:31, 30 July 2024
scientific article; zbMATH DE number 1260702
| Language | Label | Description | Also known as |
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| English | Convergence of discretized stochastic (interest rate) processes with stochastic drift term |
scientific article; zbMATH DE number 1260702 |
Statements
14 March 1999
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stochastic differential equation
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stochastic drift term
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Hölder condition
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Euler discretization scheme
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strong convergence
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Convergence of discretized stochastic (interest rate) processes with stochastic drift term (English)
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