Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions |
scientific article |
Statements
Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (English)
0 references
21 August 2003
0 references
Stochastic differential equations
0 references
Euler scheme
0 references
Convergence rate
0 references
0 references
0 references