Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

标题
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
作者
关键词
-
出版商
The Royal Society
发表日期
2010-12-16
DOI
10.1098/rspa.2010.0348

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