On some non asymptotic bounds for the Euler scheme (Q638339)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some non asymptotic bounds for the Euler scheme |
scientific article |
Statements
On some non asymptotic bounds for the Euler scheme (English)
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9 September 2011
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non-asymptotic Monte Carlo bounds
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discretization schemes
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Gaussian concentration
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