Convergence rate of the Euler scheme for diffusion processes

6533b7d6fe1ef96bd1265ee8

RESEARCH PRODUCT

Convergence rate of the Euler scheme for diffusion processes

subject

strong convergence Euler scheme weak convergence stochastic differential equations

year	journal	country	edition	language
2006-01-01

http://urn.fi/URN:NBN:fi:jyu-2006483

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