Keywords
- Step Process
- Lipschitz Function
- Successive Approximation
- Lipschitz Condition
- Stochastic Integration
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© 1991 Springer-Verlag
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Karandikar, R.L. (1991). On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXV. Lecture Notes in Mathematics, vol 1485. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100851
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DOI: https://doi.org/10.1007/BFb0100851
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