The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700): Difference between revisions

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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
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+The truncated Euler-Maruyama method for stochastic differential equations
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+Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
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+Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
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+Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient
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+A class of degenerate stochastic differential equations with non-Lipschitz coefficients
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