Behavior of the Euler scheme with decreasing step in a degenerate situation

Author: Lemaire Vincent  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|236-247

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-06, pp. : 236-247

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Abstract