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Expansion of the global error for numerical schemes solving stochastic differential equations

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https://hal.inria.fr/inria-00075490
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Submitted on : Wednesday, May 24, 2006 - 6:19:54 PM
Last modification on : Friday, February 4, 2022 - 3:15:39 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 7:19:17 PM

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  • HAL Id : inria-00075490, version 1

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Denis Talay, Luciano Tubaro. Expansion of the global error for numerical schemes solving stochastic differential equations. [Research Report] RR-1069, INRIA. 1989. ⟨inria-00075490⟩

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