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Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, M. / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis


CiteScore 2017: 0.67

SCImago Journal Rank (SJR) 2017: 0.417
Source Normalized Impact per Paper (SNIP) 2017: 0.860

Mathematical Citation Quotient (MCQ) 2017: 0.25

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1569-3961
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Volume 2, Issue 2

Issues

The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density

Vlad BALLY / Denis TALAY
Published Online: 2009-10-16 | DOI: https://doi.org/10.1515/mcma.1996.2.2.93

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Published Online: 2009-10-16

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Citation Information: Monte Carlo Methods and Applications, Volume 2, Issue 2, Pages 93–128, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma.1996.2.2.93.

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