Weak rate of convergence for an Euler scheme of nonlinear SDE’s (Q4378097)
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scientific article; zbMATH DE number 1121304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak rate of convergence for an Euler scheme of nonlinear SDE’s |
scientific article; zbMATH DE number 1121304 |
Statements
Weak rate of convergence for an Euler scheme of nonlinear SDE’s (English)
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25 February 1998
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Euler scheme
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convergence
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nonlinear vector stochastic differential equation
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