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Preprint 12096
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
Authors:
Martin Hutzenthaler
,
Arnulf Jentzen
Projects:
B3
,
B4
Published: Found. Comput. Math.
11
, no. 6 (2012), 657-706
Submission Date: 2012-10-04
Submitter:
Download:
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