The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process (Q6281504)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process |
scientific article; zbMATH DE number 900303054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process |
scientific article; zbMATH DE number 900303054 |
Statements
2 January 2017
0 references
math.NA
0 references
math.PR
0 references
