Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients
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Publication:1769305
zbMath1065.60061MaRDI QIDQ1769305
Publication date: 21 March 2005
Published in: Portugaliae Mathematica. Nova Série (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/51417
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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