| Rate of convergence of Euler’s approximations for SDEs with non-Lipschitz coefficients |
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| 基金项目： | Supported by National Natural Science Foundation of China （Grant Nos.10901065 and 11271013）; Fundamental Research Funds for the Central Universities,Huazhong University of Science and Technology （Grant No.2012QN028） |
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| 摘 要： | We prove that Euler＇s approximations for stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients converge almost surely. Moreover, the rate of convergence is obtained.
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| 关 键 词： | Lipschitz系数 随机微分方程 收敛率 欧拉 布朗运动 收敛速度 无穷多 |
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