A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (Q2909979): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q309001 |
Changed an Item |
||
| Property / author | |||
| Property / author: Arturo Kohatsu-Higa / rank | |||
Normal rank | |||
Revision as of 18:30, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations |
scientific article |
Statements
A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (English)
0 references
7 September 2012
0 references
Euler-Maruyama scheme
0 references
Kusuoka scheme
0 references
Milshtein scheme
0 references
weak approximations
0 references
stochastic equations
0 references
