Continuous weak approximation for stochastic differential equations (Q2479386)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5254107
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Continuous weak approximation for stochastic differential equations |
scientific article; zbMATH DE number 5254107 |
Statements
Continuous weak approximation for stochastic differential equations (English)
0 references
26 March 2008
0 references
continuous approximation
0 references
stochastic differential equation
0 references
stochastic Runge-Kutta method
0 references
weak approximation
0 references
optimal scheme
0 references
numerical example
0 references
convergence
0 references
one-step methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9570729
0 references
0.9484104
0 references
0.9452444
0 references
0.94518745
0 references
