The Law of the Euler scheme for stochastic differential equations : I. convergence rate of the distribution function
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(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. The Law of the Euler Scheme for Stochastic Differential Equations : I. Convergence Rate of the Distribution Function Vlad BALLY , Denis TALAY. N˚ 2244 Mars 1994. PROGRAMME 6 Calcul scientifique, mode´lisation et logiciel nume´rique. ISSN 0249-6399. apport de recherche. 1994.
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