Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601)

From MaRDI portal
scientific article; zbMATH DE number 5216880
Language Label Description Also known as
English
Behavior of the Euler scheme with decreasing step in a degenerate situation
scientific article; zbMATH DE number 5216880

    Statements

    Behavior of the Euler scheme with decreasing step in a degenerate situation (English)
    0 references
    0 references
    30 November 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    one-dimensional diffusion process
    0 references
    degenerate coefficient
    0 references
    invariant measure
    0 references
    Euler scheme
    0 references
    0 references
    0 references
    0 references