Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138)
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English | Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations |
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Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (English)
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7 April 2020
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truncated Euler-Maruyama method
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non-autonomous stochastic differential equations
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strong convergence
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superlinear coefficients
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