An asymptotically efficient difference formula for solving stochastic differential equations (Q4727939): Difference between revisions

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Latest revision as of 19:49, 17 June 2024

scientific article; zbMATH DE number 4003178
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English
An asymptotically efficient difference formula for solving stochastic differential equations
scientific article; zbMATH DE number 4003178

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    An asymptotically efficient difference formula for solving stochastic differential equations (English)
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    1986
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    numerical approximation
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    asymptotic efficiency
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    conditional central limit theorem
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