Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients [electronic resource] / Martin Hutzenthaler, Arnulf Jentzen.

Bibliographic Details
Main Author: Hutzenthaler, Martin, 1978-
Other Authors: Jentzen, Arnulf
Language:English
Language and/or Writing System:
Text in English.
Published: Providence, Rhode Island : American Mathematical Society, 2015.
Series:Memoirs of the American Mathematical Society, volume 236, number 1112
Subjects:
Online Access:
Format: Electronic eBook

MARC

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245 1 0 |a Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients  |h [electronic resource] /  |c Martin Hutzenthaler, Arnulf Jentzen. 
264 1 |a Providence, Rhode Island :  |b American Mathematical Society,  |c 2015. 
264 4 |c ©2014 
490 0 |a Memoirs of the American Mathematical Society,  |x 0065-9266 ;  |v volume 236, number 1112 
500 |a "Volume 236, number 1112 (second of 6 numbers), July 2015." 
504 |a Includes bibliographical references. 
546 |a Text in English. 
650 0 |a Stochastic differential equations. 
650 0 |a Differential operators. 
700 1 |a Jentzen, Arnulf. 
773 0 |t AMS Books Online   |d American Mathematical Society 
773 0 |t ProQuest Ebook Central - Academic Complete   |d ProQuest Info & Learning Co 
776 1 |t Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients /  |w (DLC)2015007761 
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856 4 0 |y Access Content Online(from ProQuest Ebook Central - Academic Complete)  |u https://ezproxy.msu.edu/login?url=https://ebookcentral.proquest.com/lib/michstate-ebooks/detail.action?docID=4832007  |z ProQuest Ebook Central - Academic Complete: 2015