Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441)
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English | Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients |
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Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (English)
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24 February 2020
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stochastic differential equation
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super-linearly growing coefficients
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stochastic Runge-Kutta method
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commutative noise
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strong convergence
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