The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
type: Item
instance of: scholarly article
title: The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
zbMATH Open document ID: 1280.60041
DOI: 10.1515/ROSE.2011.003
author: S. V. Posashkova
author: Yuliya S. Mishura
published in: Random Operators and Stochastic Equations
publication date: 2013-06-06T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6171090
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: non-Lipschitz
zbMATH Keywords: Euler scheme
zbMATH Keywords: strong convergence
MaRDI profile type: MaRDI publication profile
cites work: Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
Recommended article: Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure
Recommended article: Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
Recommended article: Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
Recommended article: Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients
Recommended article: Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients
Recommended article: Convergence of the Euler scheme for a class of stochastic differential equations
Recommended article: Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
Recommended article: Quasi-sure convergence rate of Euler scheme for stochastic differential equations
description: scientific article; zbMATH DE number 6171090