Martin Hutzenthaler, Arnulf Jentzen. Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients. Foundations of Computational Mathematics, 11(6):657-706, 2011. [doi]
@article{HutzenthalerJ11,
title = {Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients},
author = {Martin Hutzenthaler and Arnulf Jentzen},
year = {2011},
doi = {10.1007/s10208-011-9101-9},
url = {http://dx.doi.org/10.1007/s10208-011-9101-9},
researchr = {https://researchr.org/publication/HutzenthalerJ11},
cites = {0},
citedby = {0},
journal = {Foundations of Computational Mathematics},
volume = {11},
number = {6},
pages = {657-706},
}