Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310)
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scientific article; zbMATH DE number 2220044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients |
scientific article; zbMATH DE number 2220044 |
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Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (English)
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28 October 2005
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approximation
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nonglobally Lipschitz condition
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