A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10543-008-0164-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2061240738
@@ Property / OpenAlex ID: W2061240738 / rank @@
+Normal rank
@@ Property / cites work @@
+The behavior of solutions of stochastic differential inequalities
+Normal rank
@@ Property / cites work @@
+Monotone random systems theory and applications
@@ Property / cites work: Monotone random systems theory and applications / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Euler's approximations
@@ Property / cites work: A note on Euler's approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of strong solutions for Itô's stochastic equations via approximations
+Normal rank
@@ Property / cites work @@
+A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+On weak uniqueness for some diffusions with discontinuous coefficients
+Normal rank
@@ Property / cites work @@
+On diffusion approximation with discountinuous coefficients.
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability essentials.
@@ Property / cites work: Probability essentials. / rank @@
+Normal rank