Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (Q341600)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients |
scientific article |
Statements
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (English)
0 references
16 November 2016
0 references
stochastic differential equations
0 references
explicit Euler approximations
0 references
convergence rate
0 references
local Lipschitz condition
0 references
superlinearly growing coefficients
0 references
