Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift |
scientific article |
Statements
Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (English)
0 references
17 August 2020
0 references
SDE
0 references
Euler-Maruyama
0 references
strong convergence
0 references
adaptive time-step
0 references
ergodicity
0 references
invariant measure
0 references
