Pathwise convergence of numerical schemes for random and stochastic differential equations (Q3639870)
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scientific article; zbMATH DE number 5620961
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| English | Pathwise convergence of numerical schemes for random and stochastic differential equations |
scientific article; zbMATH DE number 5620961 |
Statements
26 October 2009
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numerical examples
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Itô integral
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stochastic differential equations
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stochastic Taylor expansions
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pathwise convergence
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random ordinary differential equations
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Doss-Sussman transformations
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0.8345381617546082
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0.8326829075813293
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0.8281576633453369
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0.8101234436035156
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0.8057337403297424
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