Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients

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Bibliographic Details
Published inMathematics of computation
Format Journal Article
LanguageEnglish
Published 01.07.2016
Online AccessGet full text
ISSN0025-5718
1088-6842
DOI10.1090/mcom3042

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ISSN:0025-5718
1088-6842
DOI:10.1090/mcom3042