Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733): Difference between revisions

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Latest revision as of 07:29, 23 July 2024

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Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift
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    Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (English)
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    17 August 2020
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    SDE
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    Euler-Maruyama
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    strong convergence
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    adaptive time-step
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    ergodicity
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    invariant measure
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