Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625)
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scientific article; zbMATH DE number 1969171
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| English | Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions |
scientific article; zbMATH DE number 1969171 |
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Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (English)
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21 August 2003
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Stochastic differential equations
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Euler scheme
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Convergence rate
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0.8548468351364136
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0.8429275751113892
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0.8193904161453247
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0.8184162974357605
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