Weak rate of convergence of the Euler–Maruyama scheme for...

  • Main
  • 2017 / 5
  • Weak rate of convergence of the Euler–Maruyama scheme for...

Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift

Kohatsu-Higa, Arturo, Lejay, Antoine, Yasuda, Kazuhiro
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2017.05.015
Date:
May, 2017
File:
PDF, 374 KB
english, 2017
Conversion to is in progress
Conversion to is failed