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- W3100051090 abstract "A version of the fundamental mean-square convergence theorem is proved for stochastic differential equations (SDE) which coefficients are allowed to grow polynomially at infinity and which satisfy a one-sided Lipschitz condition. The theorem is illustrated on a number of particular numerical methods, including a special balanced scheme and fully implicit methods. Some numerical tests are presented." @default.
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- W3100051090 date "2013-01-01" @default.
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- W3100051090 title "A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications" @default.
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- W3100051090 doi "https://doi.org/10.1137/120902318" @default.
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