Continuous weak approximation for stochastic differential equations

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Computational and Applied Mathematics
Vol/bind	214
Udgave nummer	1
Sider (fra-til)	259-273
Antal sider	15
ISSN	0377-0427
DOI	https://doi.org/10.1016/j.cam.2007.02.040
Status	Udgivet - 2008
Udgivet eksternt	Ja

Dokumenter og links

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title = "Continuous weak approximation for stochastic differential equations",

author = "Kristian Debrabant and Andreas R{\"o}{\ss}ler",

year = "2008",

doi = "10.1016/j.cam.2007.02.040",

language = "English",

volume = "214",

pages = "259--273",

journal = "Journal of Computational and Applied Mathematics",

issn = "0377-0427",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Continuous weak approximation for stochastic differential equations

AU - Debrabant, Kristian

AU - Rößler, Andreas

PY - 2008

Y1 - 2008

U2 - 10.1016/j.cam.2007.02.040

DO - 10.1016/j.cam.2007.02.040

M3 - Journal article

SN - 0377-0427

VL - 214

SP - 259

EP - 273

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

IS - 1

ER -