Euler scheme for reflected stochastic differential equations (Q1897665)
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scientific article; zbMATH DE number 792983
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| English | Euler scheme for reflected stochastic differential equations |
scientific article; zbMATH DE number 792983 |
Statements
Euler scheme for reflected stochastic differential equations (English)
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31 October 1995
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reflected stochastic differential equations
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rate of convergence
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Euler- Maruyama scheme
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0.9327589
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0.9282285
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0.9256848
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0.92447716
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0.9221436
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0.9212185
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