Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (Q1726779)
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scientific article; zbMATH DE number 7026237
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| English | Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients |
scientific article; zbMATH DE number 7026237 |
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Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients (English)
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20 February 2019
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stochastic differential equation
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irregular coefficients
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Hödler continuous diffusion
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strong approximation
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super-linearly growing coefficient
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tamed Euler scheme
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