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

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]

Authors

Xiaofeng Zong

This author has not been identified. Look up 'Xiaofeng Zong' in Google

Fuke Wu

This author has not been identified. Look up 'Fuke Wu' in Google

Chengming Huang

This author has not been identified. Look up 'Chengming Huang' in Google