On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (Q2214250)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth |
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On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth (English)
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7 December 2020
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Feynman-Kac representation
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numerical scheme
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polynomial coefficients
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rate of convergence
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stochastic differential equation
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weak convergence
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