M. V. Tretyakov, Zhongqiang Zhang. A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications. SIAM J. Numerical Analysis, 51(6):3135-3162, 2013. [doi]
@article{TretyakovZ13,
title = {A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications},
author = {M. V. Tretyakov and Zhongqiang Zhang},
year = {2013},
doi = {10.1137/120902318},
url = {http://dx.doi.org/10.1137/120902318},
researchr = {https://researchr.org/publication/TretyakovZ13},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {51},
number = {6},
pages = {3135-3162},
}