The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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Publication:1908538
DOI10.1007/BF01303802zbMath0838.60051MaRDI QIDQ1908538
Publication date: 27 May 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
65C05: Monte Carlo methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus
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