Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527)
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scientific article; zbMATH DE number 6587128
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| English | Numerical approximation of irregular SDEs via Skorokhod embeddings |
scientific article; zbMATH DE number 6587128 |
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Numerical approximation of irregular SDEs via Skorokhod embeddings (English)
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30 May 2016
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stochastic differential equations
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irregular diffusion coefficient
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superlinearly growing diffusion coefficient
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weak convergence of processes
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Skorokhod embedding problem
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0.8990414
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0.8968689
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0.8923194
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0.89029497
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0.8896755
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0.8887777
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0.88673437
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0.8847005
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0.8812107
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