Title of article
On weak approximations of (a, b)-invariant diffusions Original Research Article
Author/Authors
Vigirdas Mackevi?ius، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
9
From page
20
To page
28
Keywords
Stochastic differential equation , Weak approximation , Euler and Milstein approximations , Split-step schemes
Journal title
Mathematics and Computers in Simulation
Serial Year
2007
Journal title
Mathematics and Computers in Simulation
Record number
854517
Link To Document