The truncated Euler-Maruyama method for stochastic differential equations (Q492112)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Euler-Maruyama method for stochastic differential equations |
scientific article |
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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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