Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients

Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. However, the important case of superlinearly growing coefficients...

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Published inFoundations of computational mathematics Vol. 11; no. 6; pp. 657 - 706
Main Authors Hutzenthaler, Martin, Jentzen, Arnulf
Format Journal Article
LanguageEnglish
Published New York Springer-Verlag 01.12.2011
Springer
Springer Nature B.V
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ISSN1615-3375
1615-3383
DOI10.1007/s10208-011-9101-9

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Abstract Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. However, the important case of superlinearly growing coefficients has remained an open question. The main difficulty is that numerically weak convergence fails to hold in many cases of superlinearly growing coefficients. In this paper we overcome this difficulty and establish convergence of the Monte Carlo Euler method for a large class of one-dimensional stochastic differential equations whose drift functions have at most polynomial growth.
AbstractList Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. However, the important case of superlinearly growing coefficients has remained an open question. The main difficulty is that numerically weak convergence fails to hold in many cases of superlinearly growing coefficients. In this paper we overcome this difficulty and establish convergence of the Monte Carlo Euler method for a large class of one-dimensional stochastic differential equations whose drift functions have at most polynomial growth.
Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. However, the important case of superlinearly growing coefficients has remained an open question. The main difficulty is that numerically weak convergence fails to hold in many cases of superlinearly growing coefficients. In this paper we overcome this difficulty and establish convergence of the Monte Carlo Euler method for a large class of one-dimensional stochastic differential equations whose drift functions have at most polynomial growth.[PUBLICATION ABSTRACT]
Audience Academic
Author Hutzenthaler, Martin
Jentzen, Arnulf
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  fullname: Hutzenthaler, Martin
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  givenname: Arnulf
  surname: Jentzen
  fullname: Jentzen, Arnulf
  email: ajentzen@math.princeton.edu
  organization: Program in Applied and Computational Mathematics, Princeton University
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Keywords Stochastic differential equations
Monte Carlo Euler method
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Local Lipschitz condition
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Euler scheme
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Snippet Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally...
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SubjectTerms Applications of Mathematics
Computational mathematics
Computer Science
Computer simulation
Convergence
Differential equations
Economics
Eulers equations
Foundations
Linear and Multilinear Algebras
Math Applications in Computer Science
Mathematical analysis
Mathematical models
Mathematics
Mathematics and Statistics
Matrix Theory
Monte Carlo methods
Numerical Analysis
Polynomials
Stochastic models
Stochasticity
Title Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients
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