Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (Q2392001)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients |
scientific article |
Statements
Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (English)
0 references
6 August 2013
0 references
stochastic differential equations
0 references
non-Lipschitz
0 references
Euler's approximations
0 references
0 references
0 references
0 references
0 references