Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211)

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scientific article; zbMATH DE number 1260702
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Convergence of discretized stochastic (interest rate) processes with stochastic drift term
scientific article; zbMATH DE number 1260702

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    14 March 1999
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    stochastic differential equation
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    stochastic drift term
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    Hölder condition
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    Euler discretization scheme
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    strong convergence
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    Convergence of discretized stochastic (interest rate) processes with stochastic drift term (English)
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