Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design (Q4332219): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Q208046 / rank | |||
| Property / author | |||
| Property / author: Yaozhong Hu / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509608834090 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033464856 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:28, 19 March 2024
scientific article; zbMATH DE number 977992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design |
scientific article; zbMATH DE number 977992 |
Statements
Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design (English)
0 references
18 August 1997
0 references
Euler-Maruyama scheme
0 references
stochastic differential equation
0 references
optimal schemes
0 references
