Euler scheme for reflected stochastic differential equations (Q1897665)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 792983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Euler scheme for reflected stochastic differential equations |
scientific article; zbMATH DE number 792983 |
Statements
Euler scheme for reflected stochastic differential equations (English)
0 references
31 October 1995
0 references
reflected stochastic differential equations
0 references
rate of convergence
0 references
Euler- Maruyama scheme
0 references
0 references
0.9327589
0 references
0.9282285
0 references
0.9256848
0 references
0.92447716
0 references
0.9221436
0 references
0.9212185
0 references
