Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600)
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scientific article; zbMATH DE number 5668435
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| English | Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients |
scientific article; zbMATH DE number 5668435 |
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Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (English)
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10 February 2010
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stochastic differential equation
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Euler scheme
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error process
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weak convergence
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0.95442283
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0.92786515
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0.92462677
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0.9194554
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0.9188708
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0.9176437
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0.91716224
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0.91461205
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