Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero |
scientific article; zbMATH DE number 7008422
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero |
scientific article; zbMATH DE number 7008422 |
Statements
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (English)
0 references
30 January 2019
0 references
Euler-Maruyama approximation
0 references
strong convergence
0 references
stochastic differential equations
0 references
local time
0 references
0 references
0 references
0 references
0 references
0 references
