Strong Convergence Rates for Backward Euler–Maruyama Method for Non-Linear Dissipative-Type Stochastic Differential Equations With Super-Linear Diffusion Coefficients
Stochastics - Switzerland
doi 10.1080/17442508.2011.651213
Full Text
Open PDFAbstract
Available in full text
Date
February 10, 2012
Authors
Publisher
Informa UK Limited