Article ID Journal Published Year Pages File Type
5129802 Statistics & Probability Letters 2017 8 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations
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