ELECTRONIC COMMUNICATIONS in PROBABILITY A note on tamed Euler approximations

Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The diffusion coeffi-cients are assumed to be locally Lipschitz continuous and have at most linear growth. Furthermore, the classical rate of convergence, i.e. one–half, for such schemes is re-covered when the local Lipschitz continuity assumptions are replaced by global and, in addition, it is assumed that the drift coefficients satisfy polynomial Lipschitz con-tinuity