Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design (Q4332219)
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scientific article; zbMATH DE number 977992
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| English | Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design |
scientific article; zbMATH DE number 977992 |
Statements
Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design (English)
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18 August 1997
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Euler-Maruyama scheme
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stochastic differential equation
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optimal schemes
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0.8153318166732788
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0.8072714805603027
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0.8054867386817932
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0.8029482364654541
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