Convergence of the Euler-Maruyama method for stochastic differential equations with respect to semimartingales      Itˆ  o’s formula  Euler-Maruyama method  Lipschitz condition       font style='font-size:12px;'> 2010/9/16

In this paper, we study the stochastic differential equations with respect to semimartingales and the property of convergence of the Euler-Maruyama scheme approximations to the exact solutions.

存档文本 存档附件 原文地址 文献传递