Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224)
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English | Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients |
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Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (English)
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13 January 2022
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stochastic differential equations
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adaptive timestepping
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semi-implicit Euler method
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non-globally Lipschitz coefficients
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strong convergence
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