Concentration inequalities for Euler schemes (Q5482376)
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scientific article; zbMATH DE number 5049859
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| English | Concentration inequalities for Euler schemes |
scientific article; zbMATH DE number 5049859 |
Statements
28 August 2006
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Poincaré inequality
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Euler scheme
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stochastic differential equation
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diffusion
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logarithmic Sobolev inequality
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convergence
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Monte Carlo methods
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0.8344238996505737
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0.8005926012992859
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0.7829757332801819
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0.7812952399253845
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