Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996)
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scientific article; zbMATH DE number 6479623
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| English | Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 6479623 |
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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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9 September 2015
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stochastic differential equations
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numerical approximations
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rare events
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strong convergence
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local Lipschitz condition
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Lyapunov condition
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mathematical finance
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0.8712542653083801
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0.8668076395988464
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0.8600232005119324
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0.8540467619895935
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