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Pathwise convergence of the Euler scheme for rough and stochastic differential equations.

Andrew L. AllanAnna P. KwossekChong LiuDavid J. Prömel
Published in: CoRR (2023)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • differential equations
  • pairwise
  • markov chain
  • optimal control