On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth |
scientific article |
Statements
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (English)
0 references
7 December 2020
0 references
Feynman-Kac representation
0 references
numerical scheme
0 references
polynomial coefficients
0 references
rate of convergence
0 references
stochastic differential equation
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0 references
