Artigo Revisado por pares

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

ISSN

0945-3245

Autores

Arnulf Jentzen, Peter E. Kloeden, Andreas Neuenkirch,

Tópico(s)

Differential Equations and Numerical Methods

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