Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation

Encyclopedia of Mathematics and its Applications.

Y. L. L., William B. Jones, W. J. Thron · Mathematics of Computation · 1982 · 4.2K citations

Natural Sciences, Mathematics, Applied Mathematics +9

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

Denis Talay, Luciano Tubaro · Stochastic Analysis and Applications · 1990 · 573 citations · Full text

Engineering, Mathematics, Probability Theory +16

Approximate Integration of Stochastic Differential Equations

G. N. Mil’shtejn · Theory of Probability and Its Applications · 1975 · 490 citations

Engineering, Mathematics, Differential Equations +13

The law of the Euler scheme for stochastic differential equations

V. Bally, Denis Talay · Probability Theory and Related Fields · 1996 · 377 citations · Full text

Engineering, Mathematics, Physics +13

Finite-difference solutions of a non-linear Schrödinger equation

Michel C. Delfour, M. Fortin, G Payr · Journal of Computational Physics · 1981 · 302 citations

Natural Sciences, Mathematics, Physics +11