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
Pages
-134
From page
135
To page
0
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
Serial Year
2003
Journal title
PROBABILITY THEORY AND RELATED FIELDS
Record number
73135
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