Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650)
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scientific article; zbMATH DE number 7444649
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| English | Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient |
scientific article; zbMATH DE number 7444649 |
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Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (English)
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14 December 2021
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partially truncated Euler-Maruyama method
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Hölder diffusion coefficients
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strong convergence
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stability
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0.8804349303245544
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0.8750420212745667
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0.8711094260215759
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0.8490321040153503
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