Strong and weak order of time discretization schemes of stochastic differential equations
Séminaire de probabilités, Tome 30 (1996), pp. 218-227 
@article{SPS_1996__30__218_0,
     author = {Hu, Yao-Zhong},
     title = {Strong and weak order of time discretization schemes of stochastic differential equations},
     journal = {S\'eminaire de probabilit\'es},
     pages = {218--227},
     year = {1996},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {30},
     mrnumber = {1459485},
     zbl = {0856.60062},
     language = {en},
     url = {https://www.numdam.org/item/SPS_1996__30__218_0/}
}
TY  - JOUR
AU  - Hu, Yao-Zhong
TI  - Strong and weak order of time discretization schemes of stochastic differential equations
JO  - Séminaire de probabilités
PY  - 1996
SP  - 218
EP  - 227
VL  - 30
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_1996__30__218_0/
LA  - en
ID  - SPS_1996__30__218_0
ER  - 
%0 Journal Article
%A Hu, Yao-Zhong
%T Strong and weak order of time discretization schemes of stochastic differential equations
%J Séminaire de probabilités
%D 1996
%P 218-227
%V 30
%I Springer - Lecture Notes in Mathematics
%U https://www.numdam.org/item/SPS_1996__30__218_0/
%G en
%F SPS_1996__30__218_0
Hu, Yao-Zhong. Strong and weak order of time discretization schemes of stochastic differential equations. Séminaire de probabilités, Tome 30 (1996), pp. 218-227. https://www.numdam.org/item/SPS_1996__30__218_0/

[Be] G. Ben Arous, Flots et séries de Taylor stochastiques, Prob. Th. Rel. Fields, 81 (1989), 29-77. | Zbl | MR

[Hu] Y.Z. Hu, Séries de Taylor stochastiques et formule de Campbell-Hausdorff, d'après Ben Arous, Sem. Prob. XXVI, Lect. notes in Math. 1526, Springer, 1992, 587-594. | MR | Numdam

[HW] Y.Z. Hu and S. Watanabe, Donsker's delta functions and approximation of heat kernels by time discretization method, preprint, 1995.

[KP] P.E. Kloeden and E. Platen, Numerical Solutions of Stochastic Differential Equations, Springer-Verlag, 1992. | Zbl | MR

[Me] P.A. Meyer, Sur deux estimations d'intégrales multiples, Sem. Prob. XXV, Lecture Notes in Mathematics 1458, Springer 1991, 425-426. | Zbl | MR | Numdam

[Øk] B. Øksendal, Stochastic Differential Equations, Springer, 1985.