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.
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