The truncated Euler-Maruyama method for stochastic differential equations (Q492112): Difference between revisions

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Latest revision as of 16:35, 10 July 2024

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The truncated Euler-Maruyama method for stochastic differential equations
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    The truncated Euler-Maruyama method for stochastic differential equations (English)
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    19 August 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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    strong convergence
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