The maximum rate of convergence of discrete approximations for stochastic differential equations
Authors:
- 5 October 2005
- book chapter
- Published by Springer Nature
- p. 162-171
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Stochastic Differential Equations1972
- A New Representation for Stochastic Integrals and EquationsSIAM Journal on Control, 1966