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Preprint 12095


Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz continuous coefficients

Authors: Martin Hutzenthaler, Arnulf Jentzen, Peter Kloeden Projects: B4
Published: Ann. Appl. Probab. 22, no. 4 (2012), 1611-1641
Submission Date: 2012-10-04 Submitter:
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