Convergence rate of weak Local Linearization schemes for stochastic differential equations with additive noise
- Jimenez, J.C.
- Carbonell, F.
Aldizkaria:
Journal of Computational and Applied Mathematics
ISSN: 0377-0427
Argitalpen urtea: 2015
Alea: 279
Orrialdeak: 106-122
Mota: Artikulua
