On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients

DOI10.1214/19-AOP1345arXiv1401.0295MaRDI QIDQ6247775

Martin Hutzenthaler, Arnulf Jentzen

Publication date: 1 January 2014

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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