The linear Steklov method for SDEs with non-globally Lipschitz coefficients: Strong convergence and simulation

Research output: Contribution to journal › Article

Original language	American English
Pages (from-to)	408-423
Number of pages	16
Journal	Journal of Computational and Applied Mathematics
DOIs	https://doi.org/10.1016/j.cam.2016.04.011
State	Published - 1 Jan 2017
Externally published	Yes

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title = "The linear Steklov method for SDEs with non-globally Lipschitz coefficients: Strong convergence and simulation",

author = "S. D{\'i}az-Infante and S. Jerez",

year = "2017",

month = jan,

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doi = "10.1016/j.cam.2016.04.011",

language = "American English",

pages = "408--423",

journal = "Journal of Computational and Applied Mathematics",

issn = "0377-0427",

publisher = "Elsevier",

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AU - Jerez, S.

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