Convergence rate of the Euler scheme for diffusion processes

Convergence rate of the Euler scheme for diffusion processes

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Bibliographic Details
Main Author: Hintikka, Jaakko
Other Authors: Matemaattis-luonnontieteellinen tiedekunta, Faculty of Sciences, Matematiikan ja tilastotieteen laitos, Department of Mathematics and Statistics, University of Jyväskylä, Jyväskylän yliopisto
Format: Master's thesis
Language:eng
Published: 2006
Subjects:
Euler scheme
stochastic differential equations
weak convergence
strong convergence
Matematiikka
Mathematics
4041
Online Access: https://jyx.jyu.fi/handle/123456789/9817

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