most citedConsistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations

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math.PR2016★ 2 cited

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

Johannes T. N. Krebs

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 p…