A note on convergence rate of a linearization method for the discretization of stochastic differential equations - Concepedia

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A note on convergence rate of a linearization method for the discretization of stochastic differential equations

13

Citations

15

References

2010

Year

Communications in Nonlinear Science and Numerical Simulation

Numerical AnalysisEngineeringStochastic SystemStochastic CalculusStochastic Differential EquationConvergence AnalysisStochastic Dynamical SystemLinearization MethodConvergence RateApproximation TheoryStochastic Differential Equations

References

	Year	Citations

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