Journal article 1209 views
Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
Chenggui Yuan 
Applied Mathematical Sciences, Volume: 1, Issue: 42, Pages: 2063 - 2077
Swansea University Author:
Chenggui Yuan
Abstract
Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
| Published in: | Applied Mathematical Sciences |
|---|---|
| Published: |
2007
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa23933 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
42 |
| Start Page: |
2063 |
| End Page: |
2077 |