Strong and weak order of time discretization schemes of stochastic differential equations
Séminaire de probabilités de Strasbourg, Tome 30 (1996), pp. 218-227
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@article{SPS_1996__30__218_0, author = {Hu, Yao-Zhong}, title = {Strong and weak order of time discretization schemes of stochastic differential equations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {218--227}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {30}, year = {1996}, mrnumber = {1459485}, zbl = {0856.60062}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_1996__30__218_0/} }
TY - JOUR AU - Hu, Yao-Zhong TI - Strong and weak order of time discretization schemes of stochastic differential equations JO - Séminaire de probabilités de Strasbourg PY - 1996 SP - 218 EP - 227 VL - 30 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1996__30__218_0/ LA - en ID - SPS_1996__30__218_0 ER -
%0 Journal Article %A Hu, Yao-Zhong %T Strong and weak order of time discretization schemes of stochastic differential equations %J Séminaire de probabilités de Strasbourg %D 1996 %P 218-227 %V 30 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1996__30__218_0/ %G en %F SPS_1996__30__218_0
Hu, Yao-Zhong. Strong and weak order of time discretization schemes of stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 30 (1996), pp. 218-227. http://geodesic.mathdoc.fr/item/SPS_1996__30__218_0/