A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587)
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scientific article; zbMATH DE number 5950321
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| English | A note on convergence rate of a linearization method for the discretization of stochastic differential equations |
scientific article; zbMATH DE number 5950321 |
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A note on convergence rate of a linearization method for the discretization of stochastic differential equations (English)
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23 September 2011
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stochastic differential equations
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local linearization method
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Euler method
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rate of convergence
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0.7663111686706543
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0.7570650577545166
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0.7528747916221619
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