TU Darmstadt / ULB / TUbiblio

On the global error of Ito-Taylor schemes for strong approximation of scalar stochastic differential equations

Hofmann, Norbert and Müller-Gronbach, Thomas (2002):
On the global error of Ito-Taylor schemes for strong approximation of scalar stochastic differential equations.
2192In: Technische Universität Darmstadt. Fachbereich Mathematik: Preprint, Darmstadt, Technische Universitaet Darmstadt, Fachbereich Mathematik, [Book]

Item Type: Book
Erschienen: 2002
Creators: Hofmann, Norbert and Müller-Gronbach, Thomas
Title: On the global error of Ito-Taylor schemes for strong approximation of scalar stochastic differential equations
Language: English
Series Name: Technische Universität Darmstadt. Fachbereich Mathematik: Preprint
Volume: 2192
Place of Publication: Darmstadt
Publisher: Technische Universitaet Darmstadt, Fachbereich Mathematik
Collation: 18 S.
Divisions: Study Areas
04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:28
License: [undefiniert]
Export:
Suche nach Titel in: TUfind oder in Google
Send an inquiry Send an inquiry

Options (only for editors)

View Item View Item