The Theorem on the Order of Convergence for Mean-Square Approximations of Solutions of Stochastic Differential Equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 32 (1987) no. 4, pp. 809-811
Voir la notice de l'article provenant de la source Math-Net.Ru
@article{TVP_1987_32_4_a22,
author = {G. N. Mil'stein},
title = {The {Theorem} on the {Order} of {Convergence} for {Mean-Square} {Approximations} of {Solutions} of {Stochastic} {Differential} {Equations}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {809--811},
publisher = {mathdoc},
volume = {32},
number = {4},
year = {1987},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1987_32_4_a22/}
}
TY - JOUR AU - G. N. Mil'stein TI - The Theorem on the Order of Convergence for Mean-Square Approximations of Solutions of Stochastic Differential Equations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1987 SP - 809 EP - 811 VL - 32 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1987_32_4_a22/ LA - ru ID - TVP_1987_32_4_a22 ER -
%0 Journal Article %A G. N. Mil'stein %T The Theorem on the Order of Convergence for Mean-Square Approximations of Solutions of Stochastic Differential Equations %J Teoriâ veroâtnostej i ee primeneniâ %D 1987 %P 809-811 %V 32 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1987_32_4_a22/ %G ru %F TVP_1987_32_4_a22
G. N. Mil'stein. The Theorem on the Order of Convergence for Mean-Square Approximations of Solutions of Stochastic Differential Equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 32 (1987) no. 4, pp. 809-811. http://geodesic.mathdoc.fr/item/TVP_1987_32_4_a22/