ESAIM: Probability and Statistics (ESAIM: P&S)

Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

Abdel Berkaoui, Mireille Bossy and Awa Diop

ESAIM: PS, 12 (2008) 1-11

Published online: 13 November 2007

DOI: 10.1051/ps:2007030

Abdel Berkaoui

Mireille Bossy

Awa Diop

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