On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz ...
SIAM Journal on Numerical Analysis, Vol. 37, No. 3 (Feb. - Mar., 2000), pp. 827-862 (36 pages) Many boundary value problems (BVPs) or initial BVPs have nonsmooth solutions, with jumps along ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback