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most citedStrong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

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math.NA2024★ 1 cited

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

Xiaoming Wu, Xiaojie Wang

This paper is concerned with long-time strong approximations of SDEs with non-globally Lipschitz coefficients.Under certain non-globally Lipschitz conditions, a long-time version o…