Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716): Difference between revisions
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Revision as of 11:28, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of Convergence of the Euler Approximation for Diffusion Processes |
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Statements
Rate of Convergence of the Euler Approximation for Diffusion Processes (English)
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1991
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diffusion processes
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Wiener process
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time-discrete Monte Carlo simulation
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order of convergence
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Euler approximation
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weak solution
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Itô stochastic differential equation
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rate of convergence
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