Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Mathematica / rank | |||
Normal rank | |||
Revision as of 19:28, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article |
Statements
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
0 references
9 September 2015
0 references
stochastic differential equations
0 references
numerical approximations
0 references
rare events
0 references
strong convergence
0 references
local Lipschitz condition
0 references
Lyapunov condition
0 references
mathematical finance
0 references
