"Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients."

Martin Hutzenthaler, Arnulf Jentzen (2011)

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DOI: 10.1007/S10208-011-9101-9

access: closed

type: Journal Article

metadata version: 2020-09-05

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Martin Hutzenthaler, Arnulf Jentzen:
Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients. Found. Comput. Math. 11(6): 657-706 (2011)

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