A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations (Q5459759)
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scientific article; zbMATH DE number 5270149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations |
scientific article; zbMATH DE number 5270149 |
Statements
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations (English)
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29 April 2008
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Brownian motion
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Euler-Maruyama method
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Lipschitz condition
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