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A note on tamed Euler approximations

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	A note on tamed Euler approximations
2.	Creator	Author's name, affiliation, country	Sotirios Sabanis; University of Edinburgh; United Kingdom
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Euler approximations; rate of convergence; local Lipschitz condition; monotonicity condition.
3.	Subject	Subject classification	60H35
4.	Description	Abstract	Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The diffusion coefficients are assumed to be locally Lipschitz continuous and have at most linear growth. Furthermore, the classical rate of convergence, i.e. one-half, for such schemes is recovered  when the local Lipschitz continuity assumptions are replaced by global and, in addition, it is assumed that the drift coefficients satisfy polynomial Lipschitz continuity.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2013-06-13
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/2824
10.	Identifier	Digital Object Identifier	10.1214/ECP.v18-2824
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 18
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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