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On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz ...
SIAM Journal on Numerical Analysis, Vol. 36, No. 3 (Mar. - May, 1999), pp. 935-952 (18 pages) A family of explicit space-time finite element methods for the initial boundary value problem for linear, ...
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