Pathwise convergence rate for numerical solutions of stochastic differential equations (Q2882363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise convergence rate for numerical solutions of stochastic differential equations |
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Pathwise convergence rate for numerical solutions of stochastic differential equations (English)
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4 May 2012
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stochastic differential equation
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strong invariance principle
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pathwise weak approximation
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pathwise weak convergence
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Euler-Maruyama scheme
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Brownian motion
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