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QUASI-SURE CONVERGENCE RATE OF EULER SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS |
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| Authors: | Wenliang HUANG Xicheng ZHANG |
| Institution: | [1]School of Management, Shanghai University of Science and Technology, Shanghai 200093, China [2]Department of Mathematic, East China University of Science and Technology, Shanghai 200237, China [3]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
| Abstract: | Euler approximation quasi-sure convergence SDE |
| Keywords: | Euler approximation quasi-sure convergence SDE |
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