Weak error expansion of the implicit Euler scheme

arxiv: 1304.6997 · v1 · pith:QPLAT33Bnew · submitted 2013-04-25 · 🧮 math.PR

Omar Aboura (SAMM) This is my paper

classification 🧮 math.PR

keywords eulerimplicitschemeerrorexpansionextendtalaytheorem

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In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.

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