A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on convergence rate of a linearization method for the discretization of stochastic differential equations |
scientific article |
Statements
A note on convergence rate of a linearization method for the discretization of stochastic differential equations (English)
0 references
23 September 2011
0 references
stochastic differential equations
0 references
local linearization method
0 references
Euler method
0 references
rate of convergence
0 references