Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367): Difference between revisions

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Revision as of 09:40, 7 July 2024

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Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
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    Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (English)
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    3 March 2014
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    stochastic Carathéodory differential equations
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    Euler algorithm
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    Euler-integral algorithm
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    Monte Carlo methods
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    optimal algorithm
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    error estimate
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