Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310)
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scientific article; zbMATH DE number 2220044
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| English | Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients |
scientific article; zbMATH DE number 2220044 |
Statements
Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (English)
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28 October 2005
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approximation
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nonglobally Lipschitz condition
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0.9680983
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0.9392843
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0.9290023
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0.9289573
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0.9278063
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0.92657816
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0.9260752
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0.9257529
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