Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313): Difference between revisions

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Latest revision as of 14:15, 15 July 2024

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Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
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    Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (English)
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    4 May 2018
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    stochastic differential equation
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    Khasminskii-type condition
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    Euler-Maruyama method
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    convergence rate
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    stability analysis
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