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Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (2020)

First Author: Fang W

Attributed to: Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/19-aap1507

Publication URI: http://dx.doi.org/10.1214/19-aap1507

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 2