Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations |
scientific article |
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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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