Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961): Difference between revisions
From MaRDI portal
Latest revision as of 05:11, 11 July 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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references