Discrete approximation of stochastic differential equations

DOI10.1007/BF03322558MaRDI QIDQ2897875zbMATH OpenFDO

Authors Raphael Kruse

Publication date 16 July 2012

Published in Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF03322558

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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