Abstract
We analyze the pathwise approximation for systems of stochastic differential equations.The pathwise distance between the solution and its approximation is measured globally on the unit interval in the
Citation
Norbert Hofmann. Thomas Müller-Gronbach. Klaus Ritter. "Step size control for the uniform approximation of systems of stochastic differential equations with additive noise." Ann. Appl. Probab. 10 (2) 616 - 633, May 2000. https://doi.org/10.1214/aoap/1019487358
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