Error and convergence of two numerical schemes for stochastic differential equations (Q5487794)
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scientific article; zbMATH DE number 5052621
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| English | Error and convergence of two numerical schemes for stochastic differential equations |
scientific article; zbMATH DE number 5052621 |
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Error and convergence of two numerical schemes for stochastic differential equations (English)
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12 September 2006
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stochastic numerical schemes
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Itô stochastic differential equation
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error bounds
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finite difference method
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convergence
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0.9155445
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0.91401577
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0.91288483
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0.9125255
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