Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

✍ Scribed by Mao, Xuerong; Szpruch, Lukasz

• Book ID: 126535969
• Publisher: Taylor and Francis Group
• Year: 2012
• Tongue: English
• Weight: 255 KB
• Volume: 85
• Category: Article
• ISSN: 1744-2508
• DOI: 10.1080/17442508.2011.651213