gradinaru.nourdin:09:milsteins¶
BibTeX Entry:
@article{gradinaru.nourdin:09:milsteins,
author = {Gradinaru, Mihai and Nourdin, Ivan},
doi = {10.1214/08-AIHP196},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
mrclass = {60H05 (60G22 60H35)},
mrnumber = {2572165},
mrreviewer = {Michal Vyoral},
number = {4},
pages = {1085--1098},
title = {Milstein's type schemes for fractional {SDE}s},
url = {https://doi.org/10.1214/08-AIHP196},
volume = {45},
year = {2009}
}