References

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• 2016Numerical solution of stochastic differential equations5,095 cited
• 2008Multilevel Monte Carlo Path Simulation1,436 cited
• 2010Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients431 cited
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• 2002The optimal uniform approximation of systems of stochastic differential equations71 cited
• 2024Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations52 cited

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