A note on tamed Euler approximations (Q743014)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on tamed Euler approximations |
scientific article |
Statements
A note on tamed Euler approximations (English)
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22 September 2014
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stochastic differential equations
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Euler approximations
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rate of convergence
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local Lipschitz condition
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monotonicity condition
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