Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients/
Hutzenthaler, Martin 1978-
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients/ Martin Hutzenthaler, Arnulf Jentzen. - Providence, R.I.: American Mathematical Society, 2015. - v, 99 pages; 26 cm. - Memoirs of the American Mathematical Society, number 1112 0065-9266; . - Memoirs of the American Mathematical Society; no. 1112. .
"Volume 236, number 1112 (second of 6 numbers), July 2015."
Includes bibliographical references.
Text in English.
9781470409845 1470409844
2015007761
Stochastic differential equations
Differential operators.
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients/ Martin Hutzenthaler, Arnulf Jentzen. - Providence, R.I.: American Mathematical Society, 2015. - v, 99 pages; 26 cm. - Memoirs of the American Mathematical Society, number 1112 0065-9266; . - Memoirs of the American Mathematical Society; no. 1112. .
"Volume 236, number 1112 (second of 6 numbers), July 2015."
Includes bibliographical references.
Text in English.
9781470409845 1470409844
2015007761
Stochastic differential equations
Differential operators.