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arXiv · 1609.06880

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

Johannes T. N. Krebs
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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.

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Johannes T. N. Krebs. 2016-09-22. Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations. https://doi.org/10.1016/j.spl.2017.01.016

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