Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error |
scientific article |
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Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (English)
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17 August 2020
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stochastic differential equations
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strong approximation
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strong asymptotic optimality
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asymptotic lower error bounds
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asymptotic upper error bounds
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tamed Euler schemes
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