The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q4923211)
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scientific article; zbMATH DE number 6171090
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| English | The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion |
scientific article; zbMATH DE number 6171090 |
Statements
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (English)
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6 June 2013
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stochastic differential equation
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non-Lipschitz
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Euler scheme
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strong convergence
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0.9680491
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0.94972855
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0.9428338
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0.9426298
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0.9416478
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0.9398439
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0.9364026
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