Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211)
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scientific article; zbMATH DE number 1260702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of discretized stochastic (interest rate) processes with stochastic drift term |
scientific article; zbMATH DE number 1260702 |
Statements
14 March 1999
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stochastic differential equation
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stochastic drift term
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Hölder condition
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Euler discretization scheme
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strong convergence
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Convergence of discretized stochastic (interest rate) processes with stochastic drift term (English)
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0.9012944
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0.87855977
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0.8724042
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0.86775994
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0.86380005
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