Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

Authors

Keywords

Journal

Volume 22, Issue 4, Pages 1611-1641

Publisher

Institute of Mathematical Statistics

Online

2012-08-11

DOI

10.1214/11-aap803

Discuss science. Find collaborators. Network.

Join a conversation

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now