Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift |
scientific article |
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Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (English)
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17 August 2020
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SDE
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Euler-Maruyama
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strong convergence
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adaptive time-step
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ergodicity
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invariant measure
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