Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Mathematica / rank | |||
Normal rank | |||
Revision as of 23:37, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations |
scientific article |
Statements
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (English)
0 references
21 December 2015
0 references
stochastic differential equation
0 references
local Lipschitz condition
0 references
Khasminskii-type condition
0 references
truncated Euler-Maruyama method
0 references
convergence rate
0 references
