A note on the partially truncated Euler-Maruyama method (Q1748428)
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scientific article; zbMATH DE number 6867629
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on the partially truncated Euler-Maruyama method |
scientific article; zbMATH DE number 6867629 |
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A note on the partially truncated Euler-Maruyama method (English)
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11 May 2018
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stochastic differential equation
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local Lipschitz condition
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Khasminskii-type condition
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partially truncated Euler-Maruyama method
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convergence rate
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0.8978984355926514
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0.8871017098426819
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0.8750420212745667
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0.861421525478363
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0.8575082421302795
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