Abstract
We analyze numerical methods for the pathwise approximation of a system of stochastic differential equations. As a measure of performance we consider the
Citation
Thomas Müller-Gronbach. "The optimal uniform approximation of systems of stochastic differential equations." Ann. Appl. Probab. 12 (2) 664 - 690, May 2002. https://doi.org/10.1214/aoap/1026915620
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