Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819)
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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 |
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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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17 December 2011
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Euler scheme
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weak divergence
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strong divergence
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non-globally Lipschitz continuous
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weak approximation
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strong approximation
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