Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (Q4378960)
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scientific article; zbMATH DE number 1124952
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| English | Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's |
scientific article; zbMATH DE number 1124952 |
Statements
Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's (English)
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5 March 1998
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stochastic differential equations
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discrete time approximation
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0.8056656718254089
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0.8005926012992859
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0.7878636717796326
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0.7854372262954712
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