CENTRAL LIMIT THEOREM FOR TEMPORAL AVERAGE OF BACKWARD EULER-MARUYAMA METHOD

Diancong Jin

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (3) : 588-614.

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (3) : 588-614. DOI: 10.4208/jcm.2311-m2023-0147

CENTRAL LIMIT THEOREM FOR TEMPORAL AVERAGE OF BACKWARD EULER-MARUYAMA METHOD

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2025, 43(3): 588-614 https://doi.org/10.4208/jcm.2311-m2023-0147

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