Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185)
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scientific article; zbMATH DE number 7924621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions |
scientific article; zbMATH DE number 7924621 |
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Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (English)
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10 October 2024
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Kolmogorov equation
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regularity preservation
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nonglobally Lipschtiz continuous
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stochastic differential equation
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Euler-Maruyama
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tamed Euler scheme
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weak convergence rate
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