Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

Author： Berkaoui Abdel   Bossy Mireille   Diop Awa  

Publisher： Edp Sciences

E-ISSN： 1262-3318|12|issue|1-11

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.12, Iss.issue, 2007-11, pp. : 1-11

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