Euler-type approximation for systems of stochastic differential equations

DOI10.1155/S1048953389000195zbMath0701.60055OpenAlexW2019772372MaRDI QIDQ3479319

No author found.

Publication date: 1989

Published in: Journal of Applied Mathematics and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/s1048953389000195

zbMATH Keywords

Euler approximationtime-invariant error estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rate of convergence, degree of approximation (41A25)

Related Items (1)

Approximating systems of differential equations with random inputs or boundary conditions

This page was built for publication: Euler-type approximation for systems of stochastic differential equations