Title of article :
On large deviations for approximations of SDEs Dedicated to the memory of M.A. Krasnoselskii
Author/Authors :
Veretennikov، A. Yu. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of an SDE is close to that for an exact solution.
Keywords :
round Water Hydrology in Glacial Drift , Glacial Drift , Water resources planning , Static Water Level Mapping
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
