Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
scientific article

    Statements

    Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 April 2020
    0 references
    truncated Euler-Maruyama method
    0 references
    non-autonomous stochastic differential equations
    0 references
    strong convergence
    0 references
    superlinear coefficients
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references