The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations (Q1917686)
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scientific article; zbMATH DE number 898061
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| English | The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations |
scientific article; zbMATH DE number 898061 |
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The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations (English)
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17 November 1996
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numerical approximation
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strong solutions of stochastic differential equations
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noncommutative Lie algebra
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multidimensional Brownian path
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asymptotic efficiency
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0.8506672978401184
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0.8037678599357605
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0.7973674535751343
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0.7906893491744995
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0.7873386740684509
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