ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q5435233)
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scientific article; zbMATH DE number 5225783
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| English | ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 5225783 |
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ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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14 January 2008
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strong approximation
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global \(L_2\)-norm error
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convergence
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stochastic differential equations
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0.8004834651947021
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0.7850695252418518
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0.7830541729927063
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0.7807806134223938
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