Sharp estimates for the convergence of the density of the Euler scheme in small time
type: Item
instance of: scholarly article
title: Sharp estimates for the convergence of the density of the Euler scheme in small time
zbMATH Open document ID: 1188.65007
author: Emmanuel Gobet
author: Céline Labart
published in: Electronic Communications in Probability
publication date: 2009-11-20T00:00:00Z
full work available at URL: https://eudml.org/doc/224071
full work available at URL: viewarticlee6b1.html
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5636417
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Euler scheme
zbMATH Keywords: rate of convergence
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
OpenAlex ID: W2070388948
DOI: 10.1214/ECP.V13-1393
description: scientific article; zbMATH DE number 5636417