The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700)

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The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
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    The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (English)
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    5 November 2019
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    strong convergence
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    truncated EM
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    Hölder diffusion coefficients
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