Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562)

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Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
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    Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (English)
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    25 January 2016
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    stopped Euler-Maruyama method
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    stopping time
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    nonlinear SDEs
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    strong convergence
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