Rate of Convergence of the Euler Approximation for Diffusion Processes (Q3359716)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of Convergence of the Euler Approximation for Diffusion Processes |
scientific article |
Statements
Rate of Convergence of the Euler Approximation for Diffusion Processes (English)
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1991
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diffusion processes
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Wiener process
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time-discrete Monte Carlo simulation
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order of convergence
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Euler approximation
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weak solution
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Itô stochastic differential equation
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rate of convergence
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