Kruse, Raphael Discrete approximation of stochastic differential equations. (English) Zbl 1242.65011 Bol. Soc. Esp. Mat. Apl., S\(\vec{\text{e}}\)MA 51, 83-90 (2010). Summary: It is shown how stochastic Itô-Taylor schemes for stochastic ordinary differential equations can be embedded into standard concepts of consistency, stability and convergence. An appropriate choice of function spaces and norms, in particular a stochastic generalization of Spijker’s norm (1968), leads to two-sided estimates for the strong error of convergence under the usual assumptions. Cited in 3 Documents MSC: 65C30 Numerical solutions to stochastic differential and integral equations 60H30 Applications of stochastic analysis (to PDEs, etc.) PDFBibTeX XMLCite \textit{R. Kruse}, Bol. Soc. Esp. Mat. Apl., S\(\vec{\text{e}}\)MA 51, 83--90 (2010; Zbl 1242.65011) Full Text: DOI