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Feb 8, 2017 at 19:04 comment added malwin Yeah, I took a brief look into the book and it looks helpful. Thanks!
Feb 8, 2017 at 19:03 vote accept malwin
Feb 8, 2017 at 19:00 history edited anonymous CC BY-SA 3.0
Add another reference
Feb 8, 2017 at 18:58 comment added anonymous It gives an overview but also provides references for proofs. I've added the one that seems most important to me to my answer. Now, I have to admit that I don't see the explicit Euler scheme covered there right away, although other schemes are covered. It sounded to me like you were interested in having a starting point were not very much constrained on the precise method that is used. Does this help you?
Feb 8, 2017 at 18:49 comment added malwin Thank you for your answer. Unfortunately he just 'lists' the algorithms, but doesn't provides proves for convergence...
Feb 8, 2017 at 18:47 history answered anonymous CC BY-SA 3.0