Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients |
scientific article |
Statements
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (English)
0 references
7 April 2020
0 references
stochastic differential equation
0 references
locally Lipschitz
0 references
convergence in probability
0 references
Euler scheme
0 references
normalized error process
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
