The maximum rate of convergence of discrete approximations for stochastic differential equations

Autor:	J. M. C. Clark, R. J. Cameron
Rok vydání:	2005
Předmět:	Stochastic partial differential equation Stochastic differential equation Rate of convergence Normal convergence Mathematical analysis Convergence (routing) Order of accuracy Convergence tests Brownian motion Mathematics
Zdroj:	Lecture Notes in Control and Information Sciences ISBN: 3540104984
DOI:	10.1007/bfb0004007
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::81ccbc759b50b214cb5c003961d089a8 https://doi.org/10.1007/bfb0004007 Zobrazit plný text záznamu