A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587): Difference between revisions
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Revision as of 11:20, 29 February 2024
scientific article
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| English | A note on convergence rate of a linearization method for the discretization of stochastic differential equations |
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A note on convergence rate of a linearization method for the discretization of stochastic differential equations (English)
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23 September 2011
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stochastic differential equations
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local linearization method
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Euler method
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rate of convergence
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