Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:42, 30 January 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 |
Statements
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (English)
0 references
7 December 2016
0 references
Euler-Maruyama approximation
0 references
strong convergence
0 references
stochastic differential equation
0 references
local time
0 references
bounded variation
0 references
