A random Euler scheme for Carathéodory differential equations

Journal of Computational and Applied Mathematics

Volumn 224, Issue 1, 2009, Pages 346-359

  Jentzen, A ^a   Neuenkirch, A ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Carath odory differential equations; Euler scheme; Monte Carlo methods

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; EULER EQUATIONS; POLYNOMIAL APPROXIMATION;

APPROXIMATION SCHEMES; EULER SCHEME; EULER SCHEMES; INTEGRATION PROBLEMS; RATE OF CONVERGENCES;

MONTE CARLO METHODS;

EID: 56449114442     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2008.05.060     Document Type: Article

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