Strong and weak order of time discretization schemes of stochastic differential equations
Yao-Zhong Hu (1996)
Séminaire de probabilités de Strasbourg
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Yao-Zhong Hu (1996)
Séminaire de probabilités de Strasbourg
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Huang, Fengying, Liu, Bolian (2010)
The Electronic Journal of Combinatorics [electronic only]
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Sheng-Wu He, Jia-Gang Wang (1984)
Séminaire de probabilités de Strasbourg
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Yang, Changsen, Yuan, Jiangtao (2006)
Journal of Inequalities and Applications [electronic only]
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Memudu Olaposi Olatinwo (2004)
Kragujevac Journal of Mathematics
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Khoshnevisan, Davar (1996)
Electronic Journal of Probability [electronic only]
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Nair, M.T., Rajan, M.P. (2001)
Abstract and Applied Analysis
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Karoui, Abderrazek (2005)
Journal of Inequalities and Applications [electronic only]
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Menegatto, V.A., Piantella, A.C. (2005)
Journal of Applied Mathematics
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Ioannis K. Argyros, Saïd Hilout (2014)
Applications of Mathematics
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We use tighter majorizing sequences than in earlier studies to provide a semilocal convergence analysis for the secant method. Our sufficient convergence conditions are also weaker. Numerical examples are provided where earlier conditions do not hold but for which the new conditions are satisfied.