scientific article

zbMATH Open1224.60145MaRDI QIDQ3077423

O. V. Shvaĭ, Yuliya S. Mishura

Publication date: 22 February 2011

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zbMATH Keywords

rate of convergenceGaussian processEuler approximationsystem of stochastic differential equationsstandard filtration

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation in survival analysis and censored data (62N02)

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