Numerical error for SDE: asymptotic expansion and hyperdistributions

Malliavin, Paul; THALMAIER, Anton

doi:10.1016/S1631-073X(03)00189-4

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Article (Scientific journals)

Numerical error for SDE: asymptotic expansion and hyperdistributions

Malliavin, Paul; THALMAIER, Anton

2003 • In Comptes Rendus. Mathématique, 336 (10), p. 851-856

Peer reviewed

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https://hdl.handle.net/10993/13767

DOI
10.1016/S1631-073X(03)00189-4

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Disciplines :

Mathematics

Author, co-author :

Malliavin, Paul; Académie des Sciences > Institut de France

THALMAIER, Anton ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Numerical error for SDE: asymptotic expansion and hyperdistributions

Alternative titles :

[fr] Erreur du schéma d’Euler pour une EDS et hyperdistribution

Publication date :

2003

Journal title :

Comptes Rendus. Mathématique

ISSN :

1631-073X

Volume :

336

Issue :

Pages :

851-856

Peer reviewed :

Peer reviewed

Additional URL :

http://dx.doi.org/10.1016/S1631-073X(03)00189-4

Commentary :

1990027 (2004d:60142)

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since 27 December 2013

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