Publication:4714500

zbMath0864.65098MaRDI QIDQ4714500

N. V. Lazakovich

Publication date: 3 June 1997

zbMATH Keywords

convergence; finite difference approximations; stochastic differential equations of Ito type

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L12: Finite difference and finite volume methods for ordinary differential equations

65C99: Probabilistic methods, stochastic differential equations