Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239)
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scientific article; zbMATH DE number 7190897
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| English | Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient |
scientific article; zbMATH DE number 7190897 |
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Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (English)
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21 April 2020
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exponential stability
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Hölder continuous diffusion
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non-negativity
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stochastic differential equation
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tamed Euler-Maruyama approximation
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0.93914795
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0.9295716
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0.92458993
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0.9161841
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0.9070367
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