ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q5435233)
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scientific article; zbMATH DE number 5225783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 5225783 |
Statements
ON EXACT CONVERGENCE RATE OF STRONG NUMERICAL SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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14 January 2008
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strong approximation
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global \(L_2\)-norm error
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convergence
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stochastic differential equations
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