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On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations.

Norbert HofmannThomas Müller-Gronbach
Published in: J. Complex. (2004)
Keyphrases
  • stochastic differential equations
  • error rate
  • brownian motion
  • queueing networks
  • maximum a posteriori estimation
  • special case
  • probabilistic model
  • probability distribution
  • natural images