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

Krebs, Johannes T. N.

doi:10.1016/j.spl.2017.01.016

arXiv 2016-09-22 DOI 10.1016/j.spl.2017.01.016 0 views

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

Krebs, Johannes T. N.

Probability Statistics Theory Primary: 60H10, secondary 34F05, 93E03

Original · EN

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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