A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218)
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scientific article; zbMATH DE number 7476562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions |
scientific article; zbMATH DE number 7476562 |
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A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (English)
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18 February 2022
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stochastic differential equations
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implicit scheme
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local one-sided Lipschitz
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strong convergence
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discrete Gronwall inequality
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