paper

Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations

arXiv:1609.06880 · doi:10.1016/j.spl.2017.01.016

Abstract

General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these procedures.

9 pages

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Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations · wovepaper