An estimate of the error for strong solutions of stochastic differential equations (Q3598769)
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scientific article; zbMATH DE number 5501565
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| English | An estimate of the error for strong solutions of stochastic differential equations |
scientific article; zbMATH DE number 5501565 |
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An estimate of the error for strong solutions of stochastic differential equations (English)
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3 February 2009
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error estimates
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numerical examples
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stochastic differential equations
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strong convergence
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Itô method
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0.9398468
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0.9238307
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0.92152727
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0.91977954
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0.9152473
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0.9137073
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