The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q4923211)
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scientific article; zbMATH DE number 6171090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion |
scientific article; zbMATH DE number 6171090 |
Statements
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (English)
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6 June 2013
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stochastic differential equation
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non-Lipschitz
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Euler scheme
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strong convergence
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