A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
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Publication:5459759
DOI10.1080/07362990701857251zbMath1136.60040OpenAlexW2049553322MaRDI QIDQ5459759
Publication date: 29 April 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701857251
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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