"Strong convergence of split-step backward Euler method for stochastic ..."

Ali Foroush Bastani, Mahdieh Tahmasebi (2012)

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DOI: 10.1016/J.CAM.2011.10.023

access: open

type: Journal Article

metadata version: 2021-02-16

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Ali Foroush Bastani, Mahdieh Tahmasebi:
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift. J. Comput. Appl. Math. 236(7): 1903-1918 (2012)

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