In traditional works on numerical schemes for solving stochastic differential equations (SDEs), the globally Lipschitz assumption is often assumed to ensure different types of convergence. In practice, this is often too ...

In this paper, we study the rate of convergence of a symmetrized version of the Milstein scheme applied to the solution of the one dimensional SDE X-t = x(0) + integral(t)(0) b(X-S) ds + integral(t)(0) sigma vertical ...

This doctoral thesis focuses on the numerical solution of Stochastic Differential Equations (SDEs) with non-globally Lipschitz coefficients. It involves two independent investigations that propose different procedures for ...

Let G be a compact, metrizable, zero-dimensional, abelian gruop,  i.e ., a Vilenkin group. It is well known ([2], [6] for example) that if f belongs to the Lipschitz class Lip (∝, p, G), 0 ≤ ∝ ≤  1, 1 and lt; p ≤ 2, then ...

En el siguiente texto se muestra la relación entre la preservación de la medida de funciones $1$-Lipschitz $f:\mathbb{Z}_p(\sqrt{\eta})\rightarrow \mathbb{Z}_p(\sqrt{\eta})$, y sus coeficientes en los desarrollos en las ...