STRONG CONVERGENCE OF AN EXPLICIT NUMERICAL METHOD FOR SDES...

STRONG CONVERGENCE OF AN EXPLICIT NUMERICAL METHOD FOR SDES WITH NONGLOBALLY LIPSCHITZ CONTINUOUS COEFFICIENTS

Martin Hutzenthaler, Arnulf Jentzen and Peter E. Kloeden
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Volume:
22
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/41713370
Date:
August, 2012
File:
PDF, 2.11 MB
english, 2012
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