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"Weak variable step-size Euler schemes for stochastic differential ..."

Carlos M. Mora, Juan Carlos Jimenez, Mónica Selva (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-06-17

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2006-06729
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2006-06729
Carlos M. Mora, Juan Carlos Jimenez, Mónica Selva:
Weak variable step-size Euler schemes for stochastic differential equations based on controlling conditional moments. CoRR abs/2006.06729 (2020)

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