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• Strong Backward Error Analysis for Euler-Maruyama Method

  J. Deng

  2018-08-15

  33814 4172 Pages:1-21

• Convergence Analysis of a Splitting Method for Stochastic Differential Equations

  W. Zhao, L. Tian, L. Ju

  2008-05-01

  31552 3522 Pages:673-692

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29711 2654 Pages:125-140