Authors:
Hofmann, Norbert
Müller-Gronbach, Thomas
Ritter, Klaus
Citation: Hofmann, Norbert et al., Step size control for the uniform approximation of systems of stochastic differential equations with additive noise, Annals of applied probability , 10(2), 2000, pp. 616-633
Citation: Müller-gronbach, Thomas, The optimal uniform approximation of systems of stochastic differential equations, Annals of applied probability , 12(2), 2002, pp. 664-690
Citation: Müller-gronbach, Thomas, Optimal pointwise approximation of SDEs based on Brownian motion at discrete points, Annals of applied probability , 14(4), 2004, pp. 1605-1642