Gyöngy, I and Rásonyi, Miklós
(2011)
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 121.
pp. 2189-2200.
ISSN 0304-4149
Full text not available from this repository.
| Item Type: |
ISI Article
|
| Uncontrolled Keywords: |
Euler equations, stochastic systems, Measurement theory, Holmium, DIFFUSION, Differential equations, Strong convergence, Stochastic differential equations, Lipschitz, Euler approximation, diffusion coefficients, Stochastic differential equation, Hölder continuous, Euler scheme, Convergence speed, CONVERGENCE, Holder continuous |
| Subjects: |
Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány |
| Depositing User: |
EPrints Admin
|
| Date Deposited: |
12 Dec 2012 08:40 |
| Last Modified: |
05 Feb 2014 15:50 |
| URI: |
https://eprints.sztaki.hu/id/eprint/6628 |
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