Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
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Publication:529908
DOI10.1016/j.amc.2013.11.100zbMath1364.65020OpenAlexW2048332708MaRDI QIDQ529908
Xiaofeng Zong, Fuke Wu, Cheng-Ming Huang
Publication date: 9 June 2017
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.11.100
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