Strong convergence of Euler-type methods for nonlinear stochastic differential equations

D.J. Higham, Xuerong Mao, A.M. Stuart

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Strong convergence of Euler-type methods for nonlinear stochastic differential equations'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science