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
Keywords :
Optimal orderof convergence , stochastic differential equations , Itoˆ –Taylor methods , pathwise approximation
Journal title :
Journal of Complexity
Journal title :
Journal of Complexity
