Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (Q5218374)
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scientific article; zbMATH DE number 7176631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process |
scientific article; zbMATH DE number 7176631 |
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Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process (English)
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3 March 2020
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stochastic differential equations
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Euler method
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weak approximation
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Hermite polynomials
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