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

Published in: Stochastic Analysis and Applications, Volume 8, Issue 4 1990 , pages 483 - 509

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: PDF (English)

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