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Discrete-time approximations of stochastic delay equations: The Milstein scheme
Yan, Feng, Mohammed, Salah-Eldin A., Hu, YaozhongVolume:
32
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/aop/1078415836
Date:
January, 2004
File:
PDF, 355 KB
english, 2004