Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

By Xuerong Mao, Lukasz Szpruch. 2013

132 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/a49b29c0e044a8922a1e7151b604a98e4e038850

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In Demography

1. Sotirios Sabanis
2. Xuerong Mao
3. Chaman Kumar

In Finance

1. Sotirios Sabanis
2. Xuerong Mao
3. Chaman Kumar
4. George Yin
5. Xiaoyue Li

Citations in the corpus

• Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients (2013, methodology): “For implicit methods, one could consult [4, 9] and the references therein.”
• Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (2013, unknown): “, [20, 18, 22, 33, 25] and the references mentioned therein.”