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It is clear that weak order of convergence is greater than strong order of convergence in the Euler-Maruyama method.
It turns out that as long as the set of prospects/options, \(S\), is finite, any weak order of the options in \(S\) can be represented by an ordinal utility function.
A Milstein approximation is expected to produce more accurate results compared to the Euler-Maruyama method, since the Milstein method has both a weak and a strong order of convergence Δt, while the Euler method has a weak order of convergence Δt but a strong order of convergence of only (sqrt{Delta t}) [28].
The weak order of all the moments of such methods can be improved by extrapolation.
In this work, we have extended the extrapolation framework, which can increase the weak order of accuracy of existing numerical methods, to the discrete stochastic regime.
Because the mean of the high peak is several times higher than the mean of the low peak, the system is closer to the large volume limit and the weak order of the MPTL increases accordingly.
Similar(49)
An aggregation function, now a social welfare functional, maps each profile in some domain onto a weak ordering of the alternatives.
Arrow incorporated into the notion of a social welfare function the further requirement that $f\langle R_{i}\rangle$ is always a weak ordering of the set $X$ of alternatives.
First, the relation of similarity produces a weak ordering of worlds so that any two worlds can be ordered with respect to their closeness to the actual world, with allowance being made for ties in closeness.
Condition SO requires that the result of aggregating individual preferences is always a weak ordering of the alternatives, a binary relation among them that is both transitive and connected.
According to the real time X-ray diffraction, the nanocomposite showed the weak ordering of PP crystals than the unfilled PP in the load-extension plateau region of elongation.
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