Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Author(s)

• Hutzenthaler, Martin
• Jentzen, Arnulf

Bibliographic Information

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Martin Hutzenthaler, Arnulf Jentzen

（Memoirs of the American Mathematical Society, no. 1112）

American Mathematical Society, 2015, c2014

Note

"Volume 236, number 1112 (second of 6 numbers), July 2015"

Includes bibliographical references (p. 95-99)

• NCID: BB19165801
• ISBN:
  • 9781470409845
• LCCN: 2015007761
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, R.I.
• Pages/Volumes: v, 99 p.
• Size: 26 cm
• Parent Bibliography ID:
  • BA00035927