The law of the Euler scheme for stochastic differential equations

• 1 January 1996
• journal article
• research article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 104  (1) , 43-60
• https://doi.org/10.1007/s004400050016

Abstract

Keywords

• 60H07
• 60H10
• 60J60
• 65C05