Weak rate of convergence for an Euler scheme of nonlinear SDE's

Monte Carlo Methods and Applications

Volumn 3, Issue 4, 1997, Pages 327-345

  Kohatsu Higa, Arturo ^a   Ogawa, Shigeyoshi ^b  

^a UNIVERSITAT POMPEU FABRA   (Spain)

^b KANAZAWA UNIVERSITY   (Japan)

Author keywords

Diffusion process; Numerical analysis.; Weak approximation

Indexed keywords

EID: 0037700545     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.1997.3.4.327     Document Type: Article

References (9)

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