|
|
||
|
|
|
MR1401964
(97k:60157)
60H10
(65C05)
Bally, Vlad; Talay, Denis The law of the Euler scheme for stochastic differential equations. II. Convergence rate of the density. Monte Carlo Methods Appl. 2 (1996), no. 2, 93--128. |
|
|
| For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews. | ||||
|
|
||||
AMS Home Page
|