Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
By: Martin Hutzenthaler, Arnulf Jentzen
Contributors: Jentzen, Arnulf
Series: Memoirs of the American Mathematical Society -- volume 236, number 1112
Publisher: American Mathematical Society
Published: 2015
Place of publication: Providence, Rhode Island
Language: eng
ISBN-13: 9781470409845
Subjects: Differential operators; Stochastic differential equations
Notes: Includes bibliographical references.