Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304)
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English | Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations |
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Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (English)
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14 August 2019
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stochastic differential equations
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Khasminskii-type
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full-implicit
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convergence rate
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stability
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