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A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations

Chenggui Yuan Orcid Logo, Xuerong Mao

Stochastic Analysis and Applications, Volume: 26, Issue: 2, Pages: 325 - 333

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1080/07362990701857251

Published in: Stochastic Analysis and Applications
ISSN: 0736-2994 1532-9356
Published: 2008
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URI: https://cronfa.swan.ac.uk/Record/cronfa7557
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first_indexed 2013-07-23T11:58:41Z
last_indexed 2018-02-09T04:35:52Z
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spelling 2013-06-17T15:44:05.0992675 v2 7557 2012-02-23 A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2012-02-23 SMA Journal Article Stochastic Analysis and Applications 26 2 325 333 0736-2994 1532-9356 31 12 2008 2008-12-31 10.1080/07362990701857251 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2013-06-17T15:44:05.0992675 2012-02-23T17:02:00.0000000 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Chenggui Yuan 0000-0003-0486-5450 1 Xuerong Mao 2
title A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
spellingShingle A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
Chenggui Yuan
title_short A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
title_full A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
title_fullStr A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
title_full_unstemmed A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
title_sort A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Chenggui Yuan
Xuerong Mao
format Journal article
container_title Stochastic Analysis and Applications
container_volume 26
container_issue 2
container_start_page 325
publishDate 2008
institution Swansea University
issn 0736-2994
1532-9356
doi_str_mv 10.1080/07362990701857251
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
document_store_str 0
active_str 0
published_date 2008-12-31T03:09:24Z
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