Geodesic
Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
Portugaliae mathematica, Tome 61 (2004) no. 4, pp. 461-478.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: stochastic differential equations, Euler scheme, non-Lipschitz coefficients 
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     author = {Berkaoui, A.},
     title = {Euler scheme for solutions of stochastic differential equations with {non-Lipschitz} coefficients.},
     journal = {Portugaliae mathematica},
     pages = {461--478},
     publisher = {mathdoc},
     volume = {61},
     number = {4},
     year = {2004},
     zbl = {1065.60061},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PORMA_2004__61_4_51417/}
}
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Berkaoui, A. Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.. Portugaliae mathematica, Tome 61 (2004) no. 4, pp. 461-478. http://geodesic.mathdoc.fr/item/PORMA_2004__61_4_51417/