Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients (Q2446407): Difference between revisions

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+Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle''
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+SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
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+Existence of strong solutions for Itô's stochastic equations via approximations
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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
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+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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+Theory of stochastic differential equations with jumps and applications.
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+Q5524051
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+Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
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