scientific article; zbMATH DE number 4084678

MaRDI QIDQ3813016zbMATH OpenFDO

Authors Shuya Kanagawa

Publication date 1988

zbMATH Keywords

approximate solutions of stochastic differential equationsconvergence rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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• The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
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