The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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Publication:3091946
DOI10.1112/S1461157000001388zbMath1223.60051OpenAlexW2030607685MaRDI QIDQ3091946
Andreas Neuenkirch, Peter E. Kloeden
Publication date: 15 September 2011
Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/s1461157000001388
approximation methodspathwise convergencestochastic delay differential equationsconvergence in \(p\)th mean
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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