Convergence and stability of the semi-tamed Euler scheme...

Applied Mathematics and Computation 2014 / 02 Vol. 228

Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients

Zong, Xiaofeng, Wu, Fuke, Huang, Chengming
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Volume:
228
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2013.11.100
Date:
February, 2014
File:
PDF, 550 KB
english, 2014
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