hu.mohammed.ea:04:discrete-time¶
BibTeX Entry:
@article{hu.mohammed.ea:04:discrete-time,
author = {Hu, Yaozhong and Mohammed, Salah-Eldin A. and Yan, Feng},
doi = {10.1214/aop/1078415836},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60H35 (34K28 34K50 37H10 60H10)},
mrnumber = {2040783},
mrreviewer = {Jan I. Seidler},
number = {1A},
pages = {265--314},
title = {Discrete-time approximations of stochastic delay equations: the {M}ilstein scheme},
url = {https://doi.org/10.1214/aop/1078415836},
volume = {32},
year = {2004}
}