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Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients
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Product Description: Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time...read more
By Arnulf Jentzen
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Paperback:

9781470409845 | Amer Mathematical Society, June 26, 2015, cover price $76.00 | About this edition: Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient.
9780517648957, titled "The New York Times Everyday Dictionary" | Random House Inc, September 1, 1982, cover price $4.98 | also contains The New York Times Everyday Dictionary

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