Weak rate of convergence for an Euler scheme of nonlinear SDE’s
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Publication:4378097
DOI10.1515/mcma.1997.3.4.327zbMath0890.65147OpenAlexW2006987419MaRDI QIDQ4378097
Shigeyoshi Ogawa, Arturo Kohatsu-Higa
Publication date: 25 February 1998
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma.1997.3.4.327
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
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