Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions

DOI10.1007/S00440-024-01313-0zbMATH Open1548.65034MaRDI QIDQ6617185

Author name not available (Why is that?)

Publication date: 10 October 2024

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationKolmogorov equationweak convergence rateEuler-Maruyamaregularity preservationtamed Euler schemenonglobally Lipschtiz continuous

Mathematics Subject Classification ID

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

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