The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 2, pp. 231-250
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@article{AIHPB_1996__32_2_231_0,
author = {Castell, Fabienne and Gaines, Jessica},
title = {The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {231--250},
publisher = {Gauthier-Villars},
volume = {32},
number = {2},
year = {1996},
mrnumber = {1386220},
zbl = {0851.60054},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AIHPB_1996__32_2_231_0/}
}
TY - JOUR AU - Castell, Fabienne AU - Gaines, Jessica TI - The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1996 SP - 231 EP - 250 VL - 32 IS - 2 PB - Gauthier-Villars UR - http://geodesic.mathdoc.fr/item/AIHPB_1996__32_2_231_0/ LA - en ID - AIHPB_1996__32_2_231_0 ER -
%0 Journal Article %A Castell, Fabienne %A Gaines, Jessica %T The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations %J Annales de l'I.H.P. Probabilités et statistiques %D 1996 %P 231-250 %V 32 %N 2 %I Gauthier-Villars %U http://geodesic.mathdoc.fr/item/AIHPB_1996__32_2_231_0/ %G en %F AIHPB_1996__32_2_231_0
Castell, Fabienne; Gaines, Jessica. The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 2, pp. 231-250. http://geodesic.mathdoc.fr/item/AIHPB_1996__32_2_231_0/