Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225): Difference between revisions
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Revision as of 20:07, 11 February 2024
scientific article
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| English | Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients |
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Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (English)
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5 May 2009
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numerical examples
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stochastic differential equations
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Itô-Taylor schemes
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convergence
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