Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak convergence of Euler scheme for SDEs with low regular drift |
scientific article; zbMATH DE number 7525418
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak convergence of Euler scheme for SDEs with low regular drift |
scientific article; zbMATH DE number 7525418 |
Statements
Weak convergence of Euler scheme for SDEs with low regular drift (English)
0 references
11 May 2022
0 references
low regular coefficients
0 references
weak convergence rate
0 references
Euler-Maruyama's approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8987308144569397
0 references
0.8544046878814697
0 references
0.8533369302749634
0 references
0.8480787873268127
0 references
