Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
type: Item
instance of: scholarly article
title: Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
zbMATH Open document ID: 1017.65502
DOI: 10.1016/S0378-4754(97)00047-5
published in: Mathematics and Computers in Simulation
publication date: 2003-08-21T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1969171
zbMATH Keywords: Stochastic differential equations
zbMATH Keywords: Euler scheme
zbMATH Keywords: Convergence rate
author: Vigirdas Mackevičius
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1969171