# Sharp estimates for the convergence of the density of the Euler scheme in small time.

Gobet, Emmanuel; Labart, Céline

Electronic Communications in Probability [electronic only] (2008)

- Volume: 13, page 352-363
- ISSN: 1083-589X

## Access Full Article

top## How to cite

topGobet, Emmanuel, and Labart, Céline. "Sharp estimates for the convergence of the density of the Euler scheme in small time.." Electronic Communications in Probability [electronic only] 13 (2008): 352-363. <http://eudml.org/doc/224071>.

@article{Gobet2008,

author = {Gobet, Emmanuel, Labart, Céline},

journal = {Electronic Communications in Probability [electronic only]},

keywords = {stochastic differential equation; Euler scheme; rate of convergence; Malliavin calculus},

language = {eng},

pages = {352-363},

publisher = {University of Washington},

title = {Sharp estimates for the convergence of the density of the Euler scheme in small time.},

url = {http://eudml.org/doc/224071},

volume = {13},

year = {2008},

}

TY - JOUR

AU - Gobet, Emmanuel

AU - Labart, Céline

TI - Sharp estimates for the convergence of the density of the Euler scheme in small time.

JO - Electronic Communications in Probability [electronic only]

PY - 2008

PB - University of Washington

VL - 13

SP - 352

EP - 363

LA - eng

KW - stochastic differential equation; Euler scheme; rate of convergence; Malliavin calculus

UR - http://eudml.org/doc/224071

ER -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.