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

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.

arXiv comment9 pages

References in corpus (1)

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

Cited by in corpus (1)

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