A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient

DOI10.1007/S10543-008-0164-1zbMATH Open1136.65008OpenAlexW2061240738MaRDI QIDQ2479587

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Publication date: 4 April 2008

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Full work available at URL: https://doi.org/10.1007/s10543-008-0164-1

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