Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic error distributions for the Euler method for stochastic differential equations |
scientific article; zbMATH DE number 1353634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic error distributions for the Euler method for stochastic differential equations |
scientific article; zbMATH DE number 1353634 |
Statements
Asymptotic error distributions for the Euler method for stochastic differential equations (English)
0 references
25 May 2000
0 references
stochastic differential equations
0 references
Euler scheme
0 references
error distributions
0 references
Lévy processes
0 references
numerical approximation
0 references
