Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients

From MaRDI portal
Publication:1986026

DOI10.1016/j.spa.2019.07.003OpenAlexW2963272791WikidataQ127467867 ScholiaQ127467867MaRDI QIDQ1986026

Jaime San Martín, Lisha Qiu, Philip E. Protter

Publication date: 7 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.04480




Related Items (2)



Cites Work


This page was built for publication: Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients