Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859)
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scientific article; zbMATH DE number 1449979
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| English | Optimal approximation of stochastic differential equations by adaptive step-size control |
scientific article; zbMATH DE number 1449979 |
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Optimal approximation of stochastic differential equations by adaptive step-size control (English)
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22 May 2000
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adaptive step-size control
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stochastic differential equations
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driving Wiener process
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error bound
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Euler scheme
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0.8886208534240723
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0.8623530864715576
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0.8612257242202759
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0.8478158712387085
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0.840703547000885
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