@article{PS_2008__12__1_0,
     author = {Berkaoui, Abdel and Bossy, Mireille and Diop, Awa},
     title = {Euler scheme for {SDEs} with {non-Lipschitz} diffusion coefficient : strong convergence},
     journal = {ESAIM: Probability and Statistics},
     pages = {1--11},
     publisher = {EDP-Sciences},
     volume = {12},
     year = {2008},
     doi = {10.1051/ps:2007030},
     mrnumber = {2367990},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps:2007030/}
}