A review of recent results on approximation of solutions of stochastic differential equations (Q2909979)
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scientific article; zbMATH DE number 6078912
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| English | A review of recent results on approximation of solutions of stochastic differential equations |
scientific article; zbMATH DE number 6078912 |
Statements
A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (English)
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7 September 2012
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Euler-Maruyama scheme
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Kusuoka scheme
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Milshtein scheme
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weak approximations
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stochastic equations
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0.7800329923629761
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0.7761597037315369
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0.7749158143997192
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0.7734658122062683
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