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Strong convergence of Euler-type methods for nonlinear stochastic differential equations.

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Bibliographic Details
Title: Strong convergence of Euler-type methods for nonlinear stochastic differential equations.
Authors: Higham, Desmond J., Mao, Xuerong, Stuart, Andrew M.
Source: SIAM Journal on Numerical Analysis; 2002, Vol. 40 Issue 3, p1041-1063, 23p
Database: Applied Science & Technology Source
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DbLabel: Applied Science & Technology Source
An: 500902604
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PubType: Academic Journal
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  Data: Strong convergence of Euler-type methods for nonlinear stochastic differential equations.
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      – Type: doi
        Value: 10.1137/S0036142901389530
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      – Code: eng
        Text: English
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        PageCount: 23
        StartPage: 1041
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      – TitleFull: Strong convergence of Euler-type methods for nonlinear stochastic differential equations.
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              Text: 2002
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              Y: 2002
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