Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996): Difference between revisions

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Latest revision as of 17:27, 10 July 2024

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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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    Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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    9 September 2015
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    stochastic differential equations
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    numerical approximations
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    rare events
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    strong convergence
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    local Lipschitz condition
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    Lyapunov condition
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    mathematical finance
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