A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
From MaRDI portal
Publication:6289497
DOI10.1016/j.jmaa.2018.07.041arXiv1707.08818WikidataQ129440059 ScholiaQ129440059MaRDI QIDQ6289497
Thomas Müller-Gronbach, Larisa Yaroslavtseva
Publication date: 27 July 2017
Probability theory and stochastic processes (60-XX) Probabilistic methods, stochastic differential equations (65Cxx)
This page was built for publication: A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives