An estimate of the error for strong solutions of stochastic differential equations
type: Item
instance of: scholarly article
title: An estimate of the error for strong solutions of stochastic differential equations
zbMATH Open document ID: 1157.65309
published in: International Mathematical Forum
publication date: 2009-02-03T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 65L70
zbMATH DE Number: 5501565
zbMATH Keywords: error estimates
zbMATH Keywords: numerical examples
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: strong convergence
zbMATH Keywords: Itô method
MaRDI profile type: Publication
OpenAlex ID: W2106955402
DOI: 10.12988/IMF.2007.07024
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description: scientific article