Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients

• Paweł Przybyłowicz ^[1]
  1. [1] AGH University of Science and Technology

     AGH University of Science and Technology

     Kraków, Polonia

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 282, Nº 1 (July 2015), 2015, págs. 98-110
• Idioma: inglés
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