Jump to ContentJump to Main Navigation
Show Summary Details
More options …

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, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year


CiteScore 2016: 0.70

SCImago Journal Rank (SJR) 2016: 0.647
Source Normalized Impact per Paper (SNIP) 2016: 0.908

Mathematical Citation Quotient (MCQ) 2016: 0.33

Online
ISSN
1569-3961
See all formats and pricing
More options …
Volume 3, Issue 4

Issues

Weak rate of convergence for an Euler scheme of nonlinear SDE’s

Arturo Kohatsu-Higa / Shigeyoshi Ogawa
Published Online: 2009-10-16 | DOI: https://doi.org/10.1515/mcma.1997.3.4.327

About the article

Published Online: 2009-10-16

Published in Print:


Citation Information: Monte Carlo Methods and Applications, Volume 3, Issue 4, Pages 327–346, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma.1997.3.4.327.

Export Citation

Citing Articles

Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.

[1]
Anthony Le Cavil, Nadia Oudjane, and Francesco Russo
Stochastics and Partial Differential Equations: Analysis and Computations, 2017, Volume 5, Number 1, Page 1
[2]
Freddy H. Marín Sánchez and J. Sebastian Palacio
Journal of Probability and Statistics, 2013, Volume 2013, Page 1
[3]
Paul Malliavin and Anton Thalmaier
Comptes Rendus Mathematique, 2003, Volume 336, Number 10, Page 851

Comments (0)

Please log in or register to comment.
Log in