Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062)

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Divergence of the backward Euler method for ordinary stochastic differential equations
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    Divergence of the backward Euler method for ordinary stochastic differential equations (English)
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    27 November 2019
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    ordinary stochastic differential equations
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    backward Euler method
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    strong \(L^p\)-divergence
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    super-linear growth conditions
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    one-sided Lipschitz condition
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