A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587): Difference between revisions
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Latest revision as of 21:49, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient |
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A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (English)
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4 April 2008
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convergence
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Euler-Maruyama scheme
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stochastic differential equation
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discontinuous monotone drift coefficient
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Heaviside function
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additive noise
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