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"Derandomization of the Euler scheme for scalar stochastic differential ..."

Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva (2012)

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DOI: 10.1016/J.JCO.2011.12.001

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jc/Muller-GronbachRY12
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva:
Derandomization of the Euler scheme for scalar stochastic differential equations. J. Complex. 28(2): 139-153 (2012)

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