|
|||||
|
|
Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error |
|
| Affiliation: | 1. Department of Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA, 01609, United States;2. Department of Mathematics, Shanghai University, Shanghai, 200444, China |
| Abstract: | |
| Keywords: | Stochastic differential equations Strong approximation Strong asymptotic optimality Asymptotic lower error bounds Asymptotic upper error bounds Tamed Euler schemes |
| 本文献已被 ScienceDirect 等数据库收录！ | |