Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372)
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| Language | Label | Description | Also known as |
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| English | Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process |
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Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (English)
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7 April 2020
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Euler-Maruyama approximation
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strong convergence
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stochastic differential equations
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maximum process
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