The Optimal Discretization of Stochastic Differential Equations
Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter
- 作者Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter
- 卷第17卷
- 期第1期
- 印刷ISSN0885-064X
- 电子ISSN1090-2708
- 文件大小239.41KB
- 发表时间2001
- DOI10.1006/jcom.2000.0570
- 页码117-153