Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients - researchr publication

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Xiaofeng Zong, Fuke Wu, Chengming Huang. Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients. Applied Mathematics and Computation, 228:240-250, 2014. [doi]

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