Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero |
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Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (English)
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30 January 2019
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Euler-Maruyama approximation
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strong convergence
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stochastic differential equations
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local time
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