Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients / [electronic resource] Martin Hutzenthaler, Arnulf Jentzen.
Material type:
TextSeries: Memoirs of the American Mathematical Society ; v. 1112Publisher: Providence, Rhode Island : American Mathematical Society, 2015Description: 1 online resource (pages cm.)Content type: - text
- unmediated
- volume
- 9781470422783 (online)
- 519.2 23
- QA274.23 .H88 2015
E-BOOKS
| Home library | Call number | Materials specified | URL | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| IMSc Library | Link to resource | Available | EBK13565 |
Includes bibliographical references.
Chapter 1. Introduction Chapter 2. Integrability properties of approximation processes for SDEs Chapter 3. Convergence properties of approximation processes for SDEs Chapter 4. Examples of SDEs
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2015
Mode of access : World Wide Web
Description based on print version record.
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