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Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations

Cox, Sonja ; Hutzenthaler, Martin ; Jentzen, Arnulf

Providence, RI : American Mathematical Society, [2024] ; © 2024

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
Hutzenthaler, Martin ; Jentzen, Arnulf
Providence, RI : American Math. Soc., 2015