A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587)
From MaRDI portal
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
