Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
Crossref DOI link: https://doi.org/10.1007/s10543-016-0624-y
Published Online: 2016-07-09
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Andersson, Adam http://orcid.org/0000-0002-8342-4997
Kruse, Raphael
Funding for this research was provided by:
matheon (A25)
License valid from 2016-07-09