Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.

Berkaoui, A.

Portugaliae Mathematica. Nova Série (2004)

  • Volume: 61, Issue: 4, page 461-478
  • ISSN: 0032-5155

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Berkaoui, A.. "Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.." Portugaliae Mathematica. Nova Série 61.4 (2004): 461-478. <http://eudml.org/doc/51417>.

@article{Berkaoui2004,
author = {Berkaoui, A.},
journal = {Portugaliae Mathematica. Nova Série},
keywords = {stochastic differential equations; Euler scheme; non-Lipschitz coefficients},
language = {eng},
number = {4},
pages = {461-478},
publisher = {European Mathematical Society Publishing House},
title = {Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.},
url = {http://eudml.org/doc/51417},
volume = {61},
year = {2004},
}

TY - JOUR
AU - Berkaoui, A.
TI - Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
JO - Portugaliae Mathematica. Nova Série
PY - 2004
PB - European Mathematical Society Publishing House
VL - 61
IS - 4
SP - 461
EP - 478
LA - eng
KW - stochastic differential equations; Euler scheme; non-Lipschitz coefficients
UR - http://eudml.org/doc/51417
ER -

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