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scientific article; zbMATH DE number 6733345 - MaRDI portal

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Publication:5268412

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zbMath1367.60089MaRDI QIDQ5268412

Raúl Fierro, Esteban Aguilera

Publication date: 20 June 2017

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=37.1&nrA=9&ppB=201&ppE=215

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak convergence numerical methods stochastic differential equations round-off error

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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