Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients

Numerische Mathematik

Volumn 112, Issue 1, 2009, Pages 41-64

  Jentzen, A ^a   Kloeden, P E ^a   Neuenkirch, A ^a  

^a GOETHE UNIVERSITY   (Germany)

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EID: 84894226734     PISSN: 0029599X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00211-008-0200-8     Document Type: Article

References (25)

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