Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370): Difference between revisions

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Revision as of 09:05, 5 March 2024

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Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
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    Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (English)
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    29 December 2014
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    stochastic differential equations
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    singular problems
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    optimal algorithm
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    standard information
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    Brownian motion
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    adaptive mesh
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    discontinuous coefficients
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    unknown singularities
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    Euler-type algorithm
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