Andreas Neuenkirch, Henryk Zähle. Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Meth. and Appl., 15(4):333-351, 2009. [doi]
@article{NeuenkirchZ09,
title = {Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients},
author = {Andreas Neuenkirch and Henryk Zähle},
year = {2009},
doi = {10.1515/MCMA.2009.018},
url = {http://dx.doi.org/10.1515/MCMA.2009.018},
researchr = {https://researchr.org/publication/NeuenkirchZ09},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {15},
number = {4},
pages = {333-351},
}