Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients

Published 2016 View Full Article

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Title
Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
Authors
Keywords
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Journal
ANNALS OF APPLIED PROBABILITY
Volume 26, Issue 4, Pages 2083-2105
Publisher
Institute of Mathematical Statistics
Online
2016-09-01
DOI
10.1214/15-aap1140

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