The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (Q1897655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus |
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The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (English)
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31 October 1995
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approximation problem
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stochastic differential equation
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Euler discretization scheme
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convergence rate
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Hörmander condition
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Malliavin's calculus
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