논문KCI 등재
On exact convergence rate of strong numerical schemes for stochastic differential equations
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참고문헌 (6)
- "Exact convergence rate of the Euler-Maruyama scheme withapplication to sampling design", 59(3-4), pp.211~240 (1996)
- "Optimal approximation of stochasticdierential equations by adaptive step-size control", 69(231), pp.1017~1034 (2000)
- "The optimal discretization of stochastic dierential equations", 17(1), pp.117~153 (2001)
- "Linear vs. standard information for scalar stochastic dierential equations", 18(2), pp.394~414 (2002)
- "On the global error of It^o-Taylor schemes forstrong approximation of scalar stochastic dierential equations", 20(5), pp.732~752 (2004)
- "Numerical Solution of Stochastic Dierential Equations" (1992)
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