Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q247388 |
||
Property / author | |||
Property / author: Andreas Neuenkirch / rank | |||
Revision as of 19:07, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients |
scientific article |
Statements
Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (English)
0 references
5 May 2009
0 references
numerical examples
0 references
stochastic differential equations
0 references
Itô-Taylor schemes
0 references
convergence
0 references