## Abstract Adaptive timeโstepping methods based on the Monte Carlo Euler method for weak approximation of Itรด stochastic differential equations are developed. The main result is new expansions of the computational error, with computable leadingโorder term in a posteriori form, based on stochastic
โฆ LIBER โฆ
On Wong-Zakai approximation of stochastic differential equations
โ Scribed by Franz Konecny
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 277 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0047-259X
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