Weak convergence in the Prokhorov metric of methods for stochastic differential equations (Q3558850)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence in the Prokhorov metric of methods for stochastic differential equations |
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Weak convergence in the Prokhorov metric of methods for stochastic differential equations (English)
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10 May 2010
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stochastic differential equations
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numerical methods
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convergence in distribution
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weak convergence
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Prokhorov metric
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Strassen-Dudley theorem
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Wasserstein distance
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