On large deviations for approximations of SDEs (Q1871746)
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scientific article; zbMATH DE number 1903773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviations for approximations of SDEs |
scientific article; zbMATH DE number 1903773 |
Statements
On large deviations for approximations of SDEs (English)
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4 May 2003
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sufficient conditions
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rate function
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Euler approximation
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0.9569037
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0.94809544
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0.9379669
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