On stable numerical approximation for non autonomous stochastic differential equations with H¨older continuous diffusion coefficient

مواد مشابهة

• A numerical scheme for solutions of stochastic advection-diffusion equations
  بواسطة: Nguyen, Tien Dung, وآخرون
  منشور في: (2024)
• Approximation of multiple stochastic integrals and its application to stochastic differential equations /
  بواسطة: Li, C. W.
• A numerical scheme for solutions of stochastic advection diffusion equations /
• Nonparametric estimation of the diffusion coefficient of stochastic volatility models /
  بواسطة: Reno, Roberto.
• Stochastic differential equations : an introduction with applications /
  بواسطة: Øksendal, B. K. 1945-
  منشور في: (2003)