Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients (Q2671525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients |
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Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients (English)
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3 June 2022
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Euler-Maruyama approximation
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strong convergence
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stochastic differential equations
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maximum process
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Carathéodory approximate solution
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local time
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one-sided Lipschitz condition
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