Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion (Q6614551)
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scientific article; zbMATH DE number 7922337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 7922337 |
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Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion (English)
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7 October 2024
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Euler-Maruyama method
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convergence rate
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stochastic differential equation
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\(G\)-expectation
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\(G\)-Brownian motion
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