Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313): Difference between revisions
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Revision as of 04:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations |
scientific article |
Statements
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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