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

Résumé : Disponible dans les fichiers attachés à ce document
Document type :
Reports
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

Identifiers

  • HAL Id : inria-00075490, version 1

Collections

Citation

Denis Talay, Luciano Tubaro. Expansion of the global error for numerical schemes solving stochastic differential equations. [Research Report] RR-1069, INRIA. 1989. ⟨inria-00075490⟩

Share

Metrics

Record views

179

Files downloads

1165