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Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales

Chenggui Yuan Orcid Logo

Applied Mathematical Sciences, Volume: 1, Issue: 42, Pages: 2063 - 2077

Swansea University Author: Chenggui Yuan Orcid Logo

Published in: Applied Mathematical Sciences
Published: 2007
URI: https://cronfa.swan.ac.uk/Record/cronfa23933
first_indexed 2015-10-25T00:53:30Z
last_indexed 2018-02-09T05:03:13Z
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spelling 2015-10-24T17:38:13.2419992 v2 23933 2015-10-24 Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-24 MACS Journal Article Applied Mathematical Sciences 1 42 2063 2077 31 12 2007 2007-12-31 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2015-10-24T17:38:13.2419992 2015-10-24T17:38:13.2419992 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Chenggui Yuan 0000-0003-0486-5450 1
title Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
spellingShingle Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
Chenggui Yuan
title_short Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
title_full Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
title_fullStr Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
title_full_unstemmed Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
title_sort Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Chenggui Yuan
format Journal article
container_title Applied Mathematical Sciences
container_volume 1
container_issue 42
container_start_page 2063
publishDate 2007
institution Swansea University
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
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published_date 2007-12-31T12:44:54Z
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