Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence (Q5429617)
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scientific article; zbMATH DE number 5216894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence |
scientific article; zbMATH DE number 5216894 |
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Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence (English)
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30 November 2007
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discretization scheme
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strong convergence
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stochastic differential equations
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Euler scheme
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