Confidence intervals of discretized euler-maruyama approximate solutions of SDE's

Nonlinear Analysis, Theory, Methods and Applications

Volumn 30, Issue 7, 1997, Pages 4101-4104

  Kanagawa, Shuya ^a  

^a UNIVERSITY OF YAMANASHI   (Japan)

Author keywords

Confidence interval; Discretization; Euler Maruyama approximate solution; Stochastic differential equation

Indexed keywords

EID: 0001608939     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(97)00159-4     Document Type: Article

References (11)

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