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

标题
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
作者
关键词
-
出版物
ANNALS OF APPLIED PROBABILITY
Volume 22, Issue 4, Pages 1611-1641
出版商
Institute of Mathematical Statistics
发表日期
2012-08-11
DOI
10.1214/11-aap803

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