Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift

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Publication:2192733

DOI10.1214/19-AAP1507zbMath1464.60061arXiv1609.08101MaRDI QIDQ2192733

Michael B. Giles, Wei Fang

Publication date: 17 August 2020

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08101




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