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"Strong Convergence of Euler-Type Methods for Nonlinear Stochastic ..."

Desmond J. Higham, Xuerong Mao, Andrew M. Stuart (2002)

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DOI: 10.1137/S0036142901389530

access: closed

type: Journal Article

metadata version: 2021-10-14

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Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations. SIAM J. Numer. Anal. 40(3): 1041-1063 (2002)

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