Part of the Lecture Notes in Mathematics book series (LNM, volume 1626)
Strong and weak order of time discretization schemes of stochastic differential equations
KeywordsStochastic Differential Equation Polynomial Growth Weak Order Strong Order Independent Brownian Motion
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag 1996