A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
Müller-Gronbach, Thomas, Yaroslavtseva, LarisaLanguage:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2018.07.041
Date:
July, 2018
File:
PDF, 405 KB
english, 2018