Expansion of the global error for numerical schemes solving stochastic differential equations

Denis Talay; Luciano Tubaro

Expansion of the global error for numerical schemes solving stochastic differential equations

Denis Talay ¹ Luciano Tubaro ²

1 MEFISTO

CRISAM - Inria Sophia Antipolis - Méditerranée

2 Department of mathematics/Dipartimento di Matematica [Univ. Trento]

Résumé : Disponible dans les fichiers attachés à ce document

Document type :

Reports

Domain :

Computer Science [cs] / Other [cs.OH]

Complete list of metadatas

https://hal.inria.fr/inria-00075490
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 6:19:54 PM
Last modification on : Saturday, June 8, 2019 - 2:14:02 PM
Long-term archiving on : Tuesday, April 12, 2011 - 7:19:17 PM

Expansion of the global error for numerical schemes solving stochastic differential equations

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Expansion of the global error for numerical schemes solving stochastic differential equations

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