A note on the partially truncated Euler-Maruyama method (Q1748428)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on the partially truncated Euler-Maruyama method |
scientific article; zbMATH DE number 6867629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on the partially truncated Euler-Maruyama method |
scientific article; zbMATH DE number 6867629 |
Statements
A note on the partially truncated Euler-Maruyama method (English)
0 references
11 May 2018
0 references
stochastic differential equation
0 references
local Lipschitz condition
0 references
Khasminskii-type condition
0 references
partially truncated Euler-Maruyama method
0 references
convergence rate
0 references
0 references
0 references
0.8978984355926514
0 references
0.8871017098426819
0 references
0.8750420212745667
0 references
0.861421525478363
0 references
0.8575082421302795
0 references
