Discrete-Time Approximations of Stochastic Delay Equations: The Milstein Scheme
| Autor: | Hu, Yaozhong, Mohammed, Salah-Eldin A., Yan, Feng |
|---|---|
| Zdroj: | The Annals of Probability, 2004 Jan 01. 32(1), 265-314. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Hu, Yaozhong, Mohammed, Salah-Eldin A., Yan, Feng |
|---|---|
| Zdroj: | The Annals of Probability, 2004 Jan 01. 32(1), 265-314. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|