Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
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DOI:
10.1016/j.spl.2017.01.027
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发表时间:
2016-04
期刊:
影响因子:
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通讯作者:
H. Ngo;Daichi Taguchi
中科院分区:
文献类型:
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作者:
H. Ngo;Daichi Taguchi