Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations

DOI10.1016/J.SPL.2017.01.016zbMath1377.60047arXiv1609.06880OpenAlexW2525252385MaRDI QIDQ2407757

Johannes T. N. Krebs

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.06880

zbMATH Keywords

rate of convergenceconsistencyasymptotic normalityordinary differential equationsstochastic Euler schemes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) (L^p)-limit theorems (60F25)

Cites Work

• A stochastic scheme of approximation for ordinary differential equations
• Asymptotic Statistics
• The Euler scheme for Hilbert space valued stochastic differential equations

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