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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Revision as of 01:03, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process |
scientific article |
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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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