A stochastic scheme of approximation for ordinary differential equations

DOI10.1214/ECP.V13-1341zbMath1190.60058OpenAlexW2017245005MaRDI QIDQ1038845

Raúl Fierro, Soledad Torres

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229143

zbMATH Keywords

convergence in lawcentral limit theoremnumerical scheme

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Discrete-time Markov processes on general state spaces (60J05) Ordinary differential equations and systems with randomness (34F05)

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