A new order from the combination of exact coupling and the Euler scheme
Main Author: | Yousef Alnafisah |
---|---|
Format: | Article |
Language: | English |
Published: |
AIMS Press
2022-07-01
|
Series: | AIMS Mathematics |
Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2022895?viewType=HTML |
Similar Items
-
A new order from the combination of exact coupling and the Euler scheme
by: Yousef Alnafisah
Published: (2022-01-01) -
The implementation comparison between the Euler and trivial coupling schemes for achieving strong convergence
by: Yousef Alnafisah
Published: (2023-11-01) -
Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme
by: Alnafisah Yousef
Published: (2022-04-01) -
Measure order of convergence without an exact solution, Euler vs Milstein scheme
by: Schmitz Abe, K, et al.
Published: (2005) -
Exact Coupling Method for Stratonovich Stochastic Differential Equation Using Non-Degeneracy for the Diffusion
by: Yousef Alnafisah
Published: (2019-01-01)