Journal article 896 views
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
Li Tan,
Chenggui Yuan 
International Journal of Computer Mathematics, Volume: 98, Issue: 2, Pages: 238 - 251
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/00207160.2020.1737861
Abstract
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
| Published in: | International Journal of Computer Mathematics |
|---|---|
| ISSN: | 0020-7160 1029-0265 |
| Published: |
Informa UK Limited
2021
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa53882 |
| Keywords: |
Stochastic differential equations, implicit scheme, local one-sided Lipschitz, strong convergence, discrete Gronwall inequality |
|---|---|
| College: |
Faculty of Science and Engineering |
| Issue: |
2 |
| Start Page: |
238 |
| End Page: |
251 |