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Convergence rate of the Euler scheme for diffusion…
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URN_NBN_fi_jyu-2006483.pdf
Convergence rate of the Euler scheme for diffusion processes
Main Author
Hintikka, Jaakko
Format
Theses
Master thesis
Published
2006
Subjects
Euler scheme
stochastic differential equations
weak convergence
strong convergence
The permanent address of the publication
https://urn.fi/URN:NBN:fi:jyu-2006483
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English
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