Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients |
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Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (English)
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18 February 2015
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non-standard assumptions
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one-point approximation
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lower bounds
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asymptotic error
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optimal algorithm
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Monte Carlo methods
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stochastic differential equations
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convergence
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randomized Euler scheme
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