The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
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Publication:908365
DOI10.1016/j.cam.2015.11.019zbMath1330.60075OpenAlexW2192202393MaRDI QIDQ908365
Publication date: 4 February 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.019
stochastic differential equationsmean square convergencepiecewise constant argumentsEuler-Maruyama methodexponential stability in mean square
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