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Preprint 12097


Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

Authors: Martin Hutzenthaler, Arnulf Jentzen, Peter Kloeden Projects: B3, B4
Published: Proc. R. Soc. A 467, no. 2130 (2012), 1563-1576
Submission Date: 2012-10-04 Submitter:
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