Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961): Difference between revisions

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Latest revision as of 05:11, 11 July 2024

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
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    Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (English)
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    21 December 2015
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    stochastic differential equation
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    local Lipschitz condition
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    Khasminskii-type condition
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    truncated Euler-Maruyama method
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    convergence rate
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