P. E. Kloeden

1. Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients
   2008/11/26 by Arnulf Jentzen, A. Jentzen, P. E. Kloeden +3 · 4 citations
   Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods