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

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

ISSN: 0006-3835

Argitalpen urtea: 2012

Alea: 52

Zenbakia: 2

Orrialdeak: 357-382

Mota: Artikulua

DOI: 10.1007/S10543-011-0360-2 GOOGLE SCHOLAR
Datuen iturria: Scopus