Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (Q341600)
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English | Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients |
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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (English)
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16 November 2016
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stochastic differential equations
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explicit Euler approximations
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convergence rate
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local Lipschitz condition
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superlinearly growing coefficients
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