✦ LIBER ✦

Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients

✍ Scribed by Zong, Xiaofeng; Wu, Fuke; Huang, Chengming

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Strong convergence and stability of impl

✍ Xuerong Mao; Lukasz Szpruch 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 302 KB

Rate of convergence in the Euler scheme

✍ V. P. Zubchenko; Yu. S. Mishura 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 263 KB

Convergence of the semi-implicit Euler m

✍ Baojian Yin; Zhonghua Ma 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 296 KB

Convergence and stability of implicit co

✍ Minghui Song, Hui Yu 📂 Article 📅 2012 🏛 Springer International Publishing AG 🌐 English ⚖ 318 KB

Stability of the split-step backward Eul

✍ Feng Jiang; Yi Shen; Junhao Hu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 333 KB

Strong convergence rates for backward Eu

✍ Mao, Xuerong; Szpruch, Lukasz 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 255 KB