Mishura, Yuliya S. and Posashkova, Svitlana V.. "The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion"
, vol. 19, no. 1, 2011, pp. 63-89.
https://doi.org/10.1515/ROSE.2011.003
Mishura, Y. & Posashkova, S. (2011). The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion.
,
19(1), 63-89.
https://doi.org/10.1515/ROSE.2011.003
Mishura, Y. and Posashkova, S. (2011) The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. , Vol. 19 (Issue 1), pp. 63-89.
https://doi.org/10.1515/ROSE.2011.003
Mishura, Yuliya S. and Posashkova, Svitlana V.. "The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion"
19, no. 1 (2011): 63-89.
https://doi.org/10.1515/ROSE.2011.003
Mishura Y, Posashkova S. The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion.
. 2011;19(1): 63-89.
https://doi.org/10.1515/ROSE.2011.003