Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients |
scientific article |
Statements
Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (English)
0 references
5 May 2009
0 references
numerical examples
0 references
stochastic differential equations
0 references
Itô-Taylor schemes
0 references
convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
