Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients

DOI10.1016/J.SPA.2019.07.003arXiv1709.04480WikidataQ127467867 ScholiaQ127467867MaRDI QIDQ6291254

Philip E. Protter, Lisha Qiu, Jaime San Martín

Publication date: 13 September 2017

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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