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zbMath0718.60057MaRDI QIDQ3997920

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergence rates Wasserstein metric approximate solutions stochastic differential equations convergence of probability measures Euler's and Milshtein's method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10)

Related Items (1)

Simultaneous time and chance discretization for stochastic differential equations

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