zhou.hu.ea:23:backward¶
BibTeX Entry:
@article{zhou.hu.ea:23:backward,
author = {Zhou, Hao and Hu, Yaozhong and Liu, Yanghui},
doi = {10.1007/s10543-023-00981-z},
fjournal = {BIT. Numerical Mathematics},
issn = {0006-3835,1572-9125},
journal = {BIT},
mrclass = {65L04 (60H10 60H35)},
mrnumber = {4612747},
number = {3},
pages = {Paper No. 40, 37},
title = {Backward {E}uler method for stochastic differential equations with non-{L}ipschitz coefficients driven by fractional {B}rownian motion},
url = {https://doi.org/10.1007/s10543-023-00981-z},
volume = {63},
year = {2023}
}