Authors: Hutzenthaler, Martin Jentzen, Arnulf Martin Kloeden, Peter E.

Citation: Hutzenthaler, Martin et al., Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients, Annals of applied probability , 22(4), 2012, pp. 1611-1641

Authors: Hutzenthaler, Martin Jentzen, Arnulf Kloeden, Peter E.

Citation: Hutzenthaler, Martin et al., Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations, Annals of applied probability , 23(5), 2013, pp. 1913-1966