Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019): Difference between revisions
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Revision as of 23:10, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients |
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Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (English)
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23 March 2016
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stochastic differential equations
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Euler-Maruyama approximation
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strong approximation
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rate of convergence
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irregular coefficient
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