Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Higher-order implicit strong numerical schemes for stochastic differential equations
scientific article

    Statements

    Higher-order implicit strong numerical schemes for stochastic differential equations (English)
    0 references
    0 references
    27 October 1993
    0 references
    0 references
    0 references
    0 references
    0 references
    strong order of convergence
    0 references
    implicit schemes
    0 references
    0 references
    0 references