Browsing by Author "6c08d203-a809-45ec-8ba5-1a74d673f366"
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Protter, Philip; Qiu, Lisha; San Martin Aristegui, Jaime (Elsevier, 2020)In traditional works on numerical schemes for solving stochastic differential equations (SDEs), the globally Lipschitz assumption is often assumed to ensure different types of convergence. In practice, this is often too ...