Weak approximations of nonlinear SDEs with non-globally Lipschitz continuous coefficients.

Xiaojie Wang Yuying Zhao

Published in: CoRR (2021)

Keyphrases

linear approximation
taylor series expansion
taylor series
linear combination
wavelet coefficients
basis functions
efficient computation
linear systems
nonlinear equations
data sets
state space
least squares
nonlinear functions
numerical integration
complementarity problems