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