Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920): Difference between revisions

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Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation
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    Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (English)
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    1 September 2021
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    stochastic differential equations
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    one-sided Lipschitz drift coefficient
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    exponential integrator
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