Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027)
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scientific article; zbMATH DE number 7692318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying a convergence theorem of Gyöngy and Krylov |
scientific article; zbMATH DE number 7692318 |
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Quantifying a convergence theorem of Gyöngy and Krylov (English)
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5 June 2023
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Euler-Maruyama scheme
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rate of convergence
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regularisation by noise
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stochastic differential equations
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strong approximation
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