Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367)
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scientific article; zbMATH DE number 6264297
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| English | Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm |
scientific article; zbMATH DE number 6264297 |
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Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (English)
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3 March 2014
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stochastic Carathéodory differential equations
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Euler algorithm
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Euler-integral algorithm
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Monte Carlo methods
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optimal algorithm
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error estimate
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