Euler Polygonal Lines for Itô Equations with Monotone Coefficients
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Publication:3813017
DOI10.1137/1132046zbMath0663.60049OpenAlexW2017781915MaRDI QIDQ3813017
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132046
Related Items (6)
A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model ⋮ Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients ⋮ Existence of strong solutions for Itô's stochastic equations via approximations ⋮ Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations ⋮ Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients ⋮ Existence of strong solutions for Itô's stochastic equations via approximations: revisited
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