Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rates of modified truncated EM method for stochastic differential equations |
scientific article |
Statements
Strong convergence rates of modified truncated EM method for stochastic differential equations (English)
0 references
12 January 2018
0 references
stochastic differential equations
0 references
local Lipschitz condition
0 references
modified truncated Euler-Maruyama method
0 references
strong convergence rate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
