Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (Q2392001)
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scientific article; zbMATH DE number 6195390
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| English | Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients |
scientific article; zbMATH DE number 6195390 |
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Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients (English)
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6 August 2013
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stochastic differential equations
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non-Lipschitz
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Euler's approximations
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