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Weak rate of convergence for an Euler scheme of nonlinear SDE’s · Study

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ArticleWeak rate of convergence for an Euler scheme of nonlinear SDE’s

Arturo Kohatsu‐Higa1997

Article1997

Weak rate of convergence for an Euler scheme of nonlinear SDE’s

Arturo Kohatsu‐Higa · Shigeyoshi Ogawa

27 citations·0/0 files stored·Monte Carlo Methods and Applications

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Stochastic processes and financial applications Numerical methods for differential equations Mathematical Approximation and Integration

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2003Numerical error for SDE: Asymptotic expansion and hyperdistributions 2023Importance sampling for McKean-Vlasov SDEs

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Year1997

Typearticle

Published1997-01-01

VenueMonte Carlo Methods and Applications

ISSN-L0929-9629

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1515/mcma.1997.3.4.327

openalex_workW2006987419

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