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"On the global error of Itô-Taylor schemes for strong approximation ..."
Norbert Hofmann, Thomas Müller-Gronbach (2004)
- Norbert Hofmann, Thomas Müller-Gronbach:
On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations. J. Complex. 20(5): 732-752 (2004)
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