Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations (Q4868308)
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scientific article; zbMATH DE number 852098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations |
scientific article; zbMATH DE number 852098 |
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Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations (English)
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6 March 1996
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error bounds
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Euler-Maruyama numerical approximations
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multidimensional Ito stochastic differential equation
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convergence
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