The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (Q4716056)
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scientific article; zbMATH DE number 947560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density |
scientific article; zbMATH DE number 947560 |
Statements
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density (English)
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20 July 1997
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approximation problem
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Euler discretization scheme
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nondegeneracy condition of Hörmander type
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small perturbation
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