Geodesic
Strong and weak order of time discretization schemes of stochastic differential equations
Séminaire de probabilités de Strasbourg, Tome 30 (1996), pp. 218-227 Cet article a éte moissonné depuis la source Numdam

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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},
     year = {1996},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {30},
     mrnumber = {1459485},
     zbl = {0856.60062},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SPS_1996__30__218_0/}
}
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JO  - Séminaire de probabilités de Strasbourg
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EP  - 227
VL  - 30
PB  - Springer - Lecture Notes in Mathematics
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%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
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%I Springer - Lecture Notes in Mathematics
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%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/