Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients |
scientific article |
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Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (English)
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29 December 2014
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stochastic differential equations
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singular problems
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optimal algorithm
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standard information
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Brownian motion
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adaptive mesh
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discontinuous coefficients
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unknown singularities
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Euler-type algorithm
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