A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
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DOI: 10.1080/00207160.2020.1737861
Abstract: In this paper, we aim to study strong convergence of theta-EM scheme for stochastic differential equations under a local one-sided Lipschitz condition. Since the existence and uniqueness of theta-EM solution cannot be guaranteed under the… read more here.
Keywords: local one; one sided; sided lipschitz; scheme ... See more keywords