On some non asymptotic bounds for the Euler scheme
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Publication:638339
DOI10.1214/EJP.v15-814zbMath1225.60117arXiv1001.1347MaRDI QIDQ638339
Stéphane Menozzi, Vincent Lemaire
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1347
Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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