The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 2, pp. 231-250.
@article{AIHPB_1996__32_2_231_0,
author = {Castell, Fabienne and Gaines, Jessica},
title = {The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {231--250},
publisher = {Gauthier-Villars},
volume = {32},
number = {2},
year = {1996},
zbl = {0851.60054},
mrnumber = {1386220},
language = {en},
url = {http://archive.numdam.org/item/AIHPB_1996__32_2_231_0/}
}
Castell, Fabienne; Gaines, Jessica. The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations. Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 2, pp. 231-250. http://archive.numdam.org/item/AIHPB_1996__32_2_231_0/

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