Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations
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🧮 math.PR
math.STstat.TH
keywords
asymptoticconsistencydifferentialequationseulernormalityordinaryschemes
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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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