The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309): Difference between revisions

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Revision as of 23:56, 19 March 2024

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The partially truncated Euler-Maruyama method and its stability and boundedness
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    The partially truncated Euler-Maruyama method and its stability and boundedness (English)
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    24 February 2017
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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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    partially truncated Euler-Maruyama method
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    stability
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    boundedness
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