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Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations

Rößler, Andreas (2005)
Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations.
In: Proceedings in Applied Mathematics and Mechanics : PAMM, 5
Article, Bibliographie

Item Type: Article
Erschienen: 2005
Creators: Rößler, Andreas
Type of entry: Bibliographie
Title: Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations
Language: English
Date: 2005
Journal or Publication Title: Proceedings in Applied Mathematics and Mechanics : PAMM
Volume of the journal: 5
Divisions: 04 Department of Mathematics
Date Deposited: 20 Nov 2008 08:23
Last Modified: 20 Feb 2020 13:24
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