Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601)
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scientific article; zbMATH DE number 5216880
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| English | Behavior of the Euler scheme with decreasing step in a degenerate situation |
scientific article; zbMATH DE number 5216880 |
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Behavior of the Euler scheme with decreasing step in a degenerate situation (English)
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30 November 2007
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one-dimensional diffusion process
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degenerate coefficient
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invariant measure
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Euler scheme
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0.748452365398407
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0.7213069200515747
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0.7073515057563782
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0.7062923312187195
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0.7000318169593811
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