cambanis.hu:96:exact¶
Cambanis and Hu [CH96]
BibTeX Entry:
@article{cambanis.hu:96:exact,
author = {Cambanis, Stamatis and Hu, Yaozhong},
doi = {10.1080/17442509608834090},
fjournal = {Stochastics and Stochastics Reports},
issn = {1045-1129},
journal = {Stochastics Stochastics Rep.},
mrclass = {60H10},
mrnumber = {1427739},
mrreviewer = {Eckhard Platen},
number = {3-4},
pages = {211--240},
title = {Exact convergence rate of the {E}uler-{M}aruyama scheme, with application to sampling design},
url = {https://doi.org/10.1080/17442509608834090},
volume = {59},
year = {1996}
}