Electronic Resource
Springer
Potential analysis
8 (1998), S. 205-216
ISSN:
1572-929X
Keywords:
Stochastic partial differential equations
;
strong solutions
;
Euler's approximations.
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We prove that Euler's approximations for stochastic differential equations on domains of ℝ d converge almost surely if the drift satisfies the monotonicity condition and the diffusion coefficient is Lipschitz continuous.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008605221617
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