... curves

Appendix A is only available in electronic form at http://www.edpsciences.org

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

... convergence

We shall say that a discrete time approximation x_[k] converges strongly with order $\gamma > 0$ at time Tif there exists a positive constant C, which does not depend on $\delta$, and a $\delta_0 > 0$ such that $\epsilon(\delta) = {\rm E}(\vert x_T - x_{[T]} \vert) \leq C \delta^{\gamma}$ for each $\delta \in (0, \delta_0)$.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.