Strong and weak order of time discretization schemes of stochastic differential equations
Séminaire de probabilités de Strasbourg, Volume 30  (1996), p. 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 de Strasbourg},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {30},
year = {1996},
pages = {218-227},
zbl = {0856.60062},
mrnumber = {1459485},
language = {en},
url = {http://www.numdam.org/item/SPS_1996__30__218_0}
}

Hu, Yao-Zhong. Strong and weak order of time discretization schemes of stochastic differential equations. Séminaire de probabilités de Strasbourg, Volume 30 (1996) , pp. 218-227. http://www.numdam.org/item/SPS_1996__30__218_0/

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