Approximation en norme besov de la solution d'une equation differentielle stochastique (Q4849128)

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scientific article; zbMATH DE number 800435
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Approximation en norme besov de la solution d'une equation differentielle stochastique
scientific article; zbMATH DE number 800435

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    Approximation en norme besov de la solution d'une equation differentielle stochastique (English)
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    29 October 1995
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    stochastic differential equations
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    numerical methods
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    approximation
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    Milshtein scheme
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    Besov norm
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