Approximation en norme besov de la solution d'une equation differentielle stochastique (Q4849128)
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scientific article; zbMATH DE number 800435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation en norme besov de la solution d'une equation differentielle stochastique |
scientific article; zbMATH DE number 800435 |
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Approximation en norme besov de la solution d'une equation differentielle stochastique (English)
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29 October 1995
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stochastic differential equations
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numerical methods
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approximation
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Milshtein scheme
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Besov norm
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