Convergence of Numerical Schemes for Stochastic Differential Equations (Q2724977)

From MaRDI portal
Revision as of 14:45, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Convergence of Numerical Schemes for Stochastic Differential Equations
scientific article

    Statements

    Convergence of Numerical Schemes for Stochastic Differential Equations (English)
    0 references
    0 references
    0 references
    0 references
    12 July 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    Euler method
    0 references
    Milshtein method
    0 references
    stochastic Newmark method
    0 references
    stochastic differential equation
    0 references
    convergence
    0 references