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

Description
ISSN:	00361429
DOI:	10.1137/S0036142901389530