We define the concept of an A-regularized approximation process and prove for it uniform convergence theorems and strong convergence theorems with optimal and non-optimal rates. The sharpness of non-optimal convergence is also established. The general results provide a unified approach to dealing wi
Rate of Convergence of the Euler Approximation for Diffusion Processes
โ Scribed by Remigius Mikulevicius; Eckhard Plate
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 267 KB
- Volume
- 151
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We improve a result of D. Knuth about the convergence of approximations of a continued fraction. 1998 Academic Press 0. INTRODUCTION Recently several authors have been interested by the convergence of distribution functions for various quantities related to the continued fraction expansion and more
A particles numerical method for incompressible fluid, based on a Hamiltonian formalism due to Oseledets [8], was recently introduced and exploited by Buttke [l]. Here we investigate the convergence of the solutions of such a particles system to the solutions of the incompressible Euler equation, an
Microtubules are protein polymers that guide intracellular motility. Stochastic switching of a microtubule between states of elongation, shortening, and pause is described in detail by the dynamic instability (DI) model. Recently we have described the dynamics of microtubules phenomenologically as g