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Rate of convergence of Euler’s approximations for SDEs with non-Lipschitz coefficients

✍ Scribed by Ji Cheng Liu

Book ID: 120963761
Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2013
Tongue: English
Weight: 232 KB
Volume: 29
Category: Article
ISSN: 1439-7617
DOI: 10.1007/s10114-013-2298-6

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