Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications

Journal of Mathematical Analysis and Applications

Volumn 316, Issue 2, 2006, Pages 447-458

  Zhang, Xicheng ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Anticipative SDE; Euler Maruyama approximation; Large deviation; Non Lipschitz

Indexed keywords

EID: 29844450895     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmaa.2005.04.052     Document Type: Article

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