Sharp estimates for the convergence of the density of the Euler scheme in small time (Q1038891)
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scientific article; zbMATH DE number 5636417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp estimates for the convergence of the density of the Euler scheme in small time |
scientific article; zbMATH DE number 5636417 |
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Sharp estimates for the convergence of the density of the Euler scheme in small time (English)
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20 November 2009
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stochastic differential equation
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Euler scheme
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rate of convergence
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Malliavin calculus
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