Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients
2008; Springer Science+Business Media; Volume: 112; Issue: 1 Linguagem: Inglês
10.1007/s00211-008-0200-8
ISSN0945-3245
AutoresArnulf Jentzen, Peter E. Kloeden, Andreas Neuenkirch,
Tópico(s)Differential Equations and Numerical Methods
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