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The following pages link to Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239):
Displaying 2 items.
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)