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"Strong convergence of the exponential Euler scheme for SDEs with ..."

Mireille Bossy, Kerlyns Martinez-Rodriguez (2024)

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DOI: 10.48550/ARXIV.2405.00806

access: open

type: Informal or Other Publication

metadata version: 2024-06-09

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  - journals/corr/abs-2405-00806
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  - https://dblp.org/rec/journals/corr/abs-2405-00806
Mireille Bossy, Kerlyns Martinez-Rodriguez:
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift. CoRR abs/2405.00806 (2024)

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