Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise

  1. Jimenez, J.C.
  2. de la Cruz Cancino, H.
Journal:
BIT Numerical Mathematics

ISSN: 0006-3835

Year of publication: 2012

Volume: 52

Issue: 2

Pages: 357-382

Type: Article

DOI: 10.1007/S10543-011-0360-2 GOOGLE SCHOLAR
Data source: Scopus