. Wagner, Newton[90c], Chang[87j. C'est une direction de recherche très intéressante mais nous ne connaissons pas pour le moment de résultats numériques confirmants la pertinence de ces méthodes

C. La-classe and . Ne, On peut cependant au moins inclure les fonctions de la forme u(t) = W t + eBt où Bt est un autre brownien indépendant. Notons qu'un résultat numérique dans Talay[90a] montre que pour e petit le schéma d'Euler converge plus mal vers la solution que le schéma de Milshtien. Il est probable que la dépendance en e de la fonction h soit plus forte pour le schéma d'Euler que pour le schéma de Milshtein

S. Stabilité-au and . Lyapunov, Il existe assez peu de résultats en ce sens, on renvoie à Kloeden- Platen[91]. Les résultats connus sont pour le moment limités au cas linéaire. Des questions comme l'étude systématique de schémas implicites ou semi-implicites reste à faire

. La-méthode-présentée-dans-gaines-lyons, 91] permet de contrôler l'erreur finale au temps T par un choix judicieux des pas de discrétisation. Essayons d'en rendre compte en quelques mots

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