Continuous weak approximation for stochastic differential equations

Kristian Debrabant, Andreas Rößler

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Computational and Applied Mathematics
Volume214
Issue number1
Pages (from-to)259-273
Number of pages15
ISSN0377-0427
DOIs
Publication statusPublished - 2008
Externally publishedYes

Cite this