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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    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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