Timeline for Approximation of stochastic differential equations
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 14, 2013 at 17:34 | comment | added | user16215 | Yes it is indeed required to assume existence and uniqueness. Notice that linear growth is sufficient but not necessaray. | |
| Sep 8, 2013 at 21:23 | history | answered | Joris Bierkens | CC BY-SA 3.0 |