Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600): Difference between revisions
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Revision as of 12:06, 5 March 2024
scientific article
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English | Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients |
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Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (English)
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10 February 2010
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stochastic differential equation
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Euler scheme
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error process
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weak convergence
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