A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CNSNS.2010.09.008 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CNSNS.2010.09.008 / rank | |||
Normal rank | |||
Latest revision as of 01:52, 10 December 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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
