Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027): Difference between revisions

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Latest revision as of 18:29, 30 December 2024

scientific article; zbMATH DE number 7692318
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Quantifying a convergence theorem of Gyöngy and Krylov
scientific article; zbMATH DE number 7692318

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    Quantifying a convergence theorem of Gyöngy and Krylov (English)
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    5 June 2023
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    Euler-Maruyama scheme
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    rate of convergence
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    regularisation by noise
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    stochastic differential equations
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    strong approximation
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