Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
2016 ◽
Vol 57
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pp. 21-53
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2020 ◽
Vol 60
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pp. 759-790
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1972 ◽
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pp. 13-23
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Keyword(s):
1976 ◽
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2016 ◽
Vol 8
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