✦ LIBER ✦

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

✍ Scribed by Xuerong Mao; Lukasz Szpruch

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical Integration of Stochastic Diff

✍ Milstein, G. N.; Tretyakov, M. V. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 232 KB

Strong convergence of split-step backwar

✍ Ali Foroush Bastani; Mahdieh Tahmasebi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 327 KB

Rate of convergence in the Euler scheme

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

Strong comparison result for a class of

✍ Lijun Bo; Ruiming Yao 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 193 KB