Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Publication:4785807

DOI10.1137/S0036142901389530zbMath1026.65003MaRDI QIDQ4785807

Xuerong Mao, Desmond J. Higham, Andrew M. Stuart

Publication date: 5 January 2003

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)




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