Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026)
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scientific article; zbMATH DE number 7188050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients |
scientific article; zbMATH DE number 7188050 |
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Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (English)
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7 April 2020
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stochastic differential equation
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locally Lipschitz
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convergence in probability
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Euler scheme
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normalized error process
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weak convergence
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