Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887)
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scientific article; zbMATH DE number 7856300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation schemes for SDEs with super-linearly growing coefficients |
scientific article; zbMATH DE number 7856300 |
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Weak approximation schemes for SDEs with super-linearly growing coefficients (English)
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30 May 2024
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stochastic differential equations
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Euler methods
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weak convergence rate
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