Author

Martin Hutzenthaler

2 books found

Cover of Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen · First published 2024

Cover of Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Martin Hutzenthaler · First published 2015