Expansion of the global error for numerical schemes solving...

Expansion of the global error for numerical schemes solving stochastic differential equations

Talay, Denis, Tubaro, Luciano
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Volume:
8
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362999008809220
Date:
January, 1990
File:
PDF, 635 KB
english, 1990
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