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
60E15: Inequalities; stochastic orderings
65C05: Monte Carlo methods
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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