Title of article
On the global error of Itô–Taylor schemes for strong approximation of scalar stochastic differential equations
Author/Authors
Norbert Hofmann، نويسنده , , Thomas Müller-Gronbach، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
21
From page
732
To page
752
Keywords
Optimal orderof convergence , stochastic differential equations , Itoˆ –Taylor methods , pathwise approximation
Journal title
Journal of Complexity
Serial Year
2004
Journal title
Journal of Complexity
Record number
292022
Link To Document