Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications

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Publication:819723

DOI10.1016/j.jmaa.2005.04.052zbMath1090.60055OpenAlexW1972100879MaRDI QIDQ819723

Xicheng Zhang

Publication date: 29 March 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.04.052



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