Journal article 1378 views
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
Chenggui Yuan 
,
Xuerong Mao
,
Xuerong Mao
Stochastic Analysis and Applications, Volume: 26, Issue: 2, Pages: 325 - 333
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1080/07362990701857251
Abstract
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
| Published in: | Stochastic Analysis and Applications |
|---|---|
| ISSN: | 0736-2994 1532-9356 |
| Published: |
2008
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| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa7557 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
2 |
| Start Page: |
325 |
| End Page: |
333 |