Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations
Probability
2017-02-09 v1 Statistics Theory
Statistics Theory
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.
Keywords
Cite
@article{arxiv.1609.06880,
title = {Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations},
author = {Johannes T. N. Krebs},
journal= {arXiv preprint arXiv:1609.06880},
year = {2017}
}
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9 pages