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On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Müller-Gronbach, T., Yaroslavtseva, L.
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Probability Numerical Analysis 65C30, 65C20 (Primary) 60H10 (Secondary)
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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