most citedWeak and Strong Taylor methods for numerical solutions of stochastic differential equations

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2007★ 2 cited

Weak and Strong Taylor methods for numerical solutions of stochastic differential equations

Maria Siopacha, Josef Teichmann

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work ou…