Quasi-sure convergence rate of Euler scheme for stochastic differential equations (Q467636)
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scientific article; zbMATH DE number 6365255
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| English | Quasi-sure convergence rate of Euler scheme for stochastic differential equations |
scientific article; zbMATH DE number 6365255 |
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Quasi-sure convergence rate of Euler scheme for stochastic differential equations (English)
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3 November 2014
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Euler approximation
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quasi-sure convergence
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stochastic differential equation
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0.7951861619949341
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0.7859067320823669
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0.7835589647293091
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0.7800077199935913
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