Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients
- Author
- Martin Hutzenthaler, Arnulf Jentzen
- Publisher
- Amer Mathematical Society
- Language
- English
- Year
- 2015
- Page
- 99
- ISBN
- 1470409844,9781470409845
- File Type
- pdf
- File Size
- 821.6 KiB
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