Expansion of the global error for numerical schemes solving stochastic differential equations
Authors:
Denis Talay a;
Luciano Tubaro b
| Affiliations: | a INRIA, Valbonne, France |
b Dipartimento di Matetmatica, Universit di Trento, Italy |
DOI:
10.1080/07362999008809220
Publication Frequency:
6 issues per year
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(English)
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di Trento, Italy