Weak rate of convergence for an Euler scheme of nonlinear SDE’s
Kohatsu-Higa, Arturo, Ogawa, ShigeyoshiVolume:
3
Year:
1997
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma.1997.3.4.327
File:
PDF, 1.89 MB
english, 1997