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A Note on Euler's Approximations |
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| Authors: | Gyöngy István |
| Affiliation: | (1) Department of Mathematics and Statistics, The University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ Scotland, U.K. |
| Abstract: | We prove that Euler's approximations for stochastic differential equations on domains of  d converge almost surely if the drift satisfies the monotonicity condition and the diffusion coefficient is Lipschitz continuous. |
| Keywords: | Stochastic differential equations strong solutions Euler's approximations. |
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