Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article |
Statements
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
0 references
17 December 2011
0 references
Euler scheme
0 references
weak divergence
0 references
strong divergence
0 references
non-globally Lipschitz continuous
0 references
weak approximation
0 references
strong approximation
0 references
