Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (Q341600)
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scientific article; zbMATH DE number 6653631
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| English | Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients |
scientific article; zbMATH DE number 6653631 |
Statements
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (English)
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16 November 2016
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stochastic differential equations
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explicit Euler approximations
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convergence rate
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local Lipschitz condition
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superlinearly growing coefficients
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0.91945880651474
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0.8712542653083801
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0.8569781184196472
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0.8497277498245239
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0.8445063233375549
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