Article ID: | iaor201530788 |
Volume: | 274 |
Start Page Number: | 745 |
End Page Number: | 761 |
Publication Date: | Feb 2016 |
Journal: | Applied Mathematics and Computation |
Authors: | Miloevic Marija |
Keywords: | stochastic processes, programming: dynamic, heuristics |
This paper represents a contribution to the analysis of approximate methods for stochastic differential equations based on the application of Taylor expansion, under the Lipschitz and linear growth conditions. The