Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225): Difference between revisions
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Revision as of 22:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients |
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Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (English)
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5 May 2009
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numerical examples
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stochastic differential equations
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Itô-Taylor schemes
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convergence
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