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A note on tamed Euler approximations - MaRDI portal

A note on tamed Euler approximations (Q743014)

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A note on tamed Euler approximations
scientific article

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    title
    A note on tamed Euler approximations (English)
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    DOI
    10.1214/ECP.v18-2824
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    author
    Sotirios Sabanis
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    publication date
    22 September 2014
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    Mathematics Subject Classification ID
    60H35
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    60H10
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    65C30
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    zbMATH DE Number
    6346896
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    zbMATH Keywords
    stochastic differential equations
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    Euler approximations
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    rate of convergence
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    local Lipschitz condition
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    monotonicity condition
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    arXiv ID
    1303.5504
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    OpenAlex ID
    W2105277645
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