Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313)
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scientific article; zbMATH DE number 6866636
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| English | Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations |
scientific article; zbMATH DE number 6866636 |
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Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (English)
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4 May 2018
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stochastic differential equation
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Khasminskii-type condition
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Euler-Maruyama method
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convergence rate
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stability analysis
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