Convergence of Numerical Schemes for Stochastic Differential Equations (Q2724977): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Numerical Schemes for Stochastic Differential Equations |
scientific article |
Statements
Convergence of Numerical Schemes for Stochastic Differential Equations (English)
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12 July 2001
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Euler method
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Milshtein method
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stochastic Newmark method
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stochastic differential equation
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convergence
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