Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise

Jimenez, J. C. ; de la Cruz Cancino, H.

BIT (Nordisk Tidskrift for Informationsbehandling), 2012-06, Vol.52 (2), p.357-382 [Periódico revisado por pares]

Dordrecht: Springer Netherlands

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