The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (Q1897655)
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scientific article; zbMATH DE number 792973
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| English | The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus |
scientific article; zbMATH DE number 792973 |
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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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0.9305359125137328
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0.8807430267333984
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0.8807430267333984
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0.8171080350875854
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0.8171080350875854
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