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"Convergence and stability of the semi-tamed Euler scheme for stochastic ..."

Xiaofeng Zong, Fuke Wu, Chengming Huang (2014)

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DOI: 10.1016/J.AMC.2013.11.100

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xiaofeng Zong, Fuke Wu, Chengming Huang:
Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients. Appl. Math. Comput. 228: 240-250 (2014)

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