Convergence rates of the semi-discrete method for stochastic differential equations (Q3305901)
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 7233086
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence rates of the semi-discrete method for stochastic differential equations |
scientific article; zbMATH DE number 7233086 |
Statements
12 August 2020
0 references
explicit numerical scheme
0 references
semi-discrete method
0 references
non-linear stochastic differential equations
0 references
boundary preserving numerical algorithm
0 references
0.8248191475868225
0 references
0.7827152013778687
0 references
0.7756302952766418
0 references
0.7711668610572815
0 references
