Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation |
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Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (English)
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1 September 2021
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stochastic differential equations
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one-sided Lipschitz drift coefficient
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exponential integrator
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