The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

Yuliya S. Mishura; Svitlana V. Posashkova

doi:10.1515/ROSE.2011.003

Yuliya S. Mishura and Svitlana V. Posashkova

The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

Walter de Gruyter GmbH & Co. KG | 2011

DOI: https://doi.org/10.1515/ROSE.2011.003

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The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

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