Article ID: | iaor1990597 |
Country: | United States |
Volume: | 2 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | May 1989 |
Journal: | Journal of Applied Mathematics and Stochastic Analysis |
Authors: | Golec J., Ladde G. |
By developing a stochastic version of the Taylor formula, the mean-square convergence of the Euler-type approximation for the solution of systems of Ito-type stochastic differential equations is áEuler-type approximation for the solution of systems of It