Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216)
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scientific article; zbMATH DE number 7548159
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| English | Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients |
scientific article; zbMATH DE number 7548159 |
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Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (English)
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27 June 2022
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Euler-Maruyama approximation
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Hölder continuous diffusion
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strong approximation
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polynomial growth coefficient
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0.9406501
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0.9150688
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0.90872145
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0.9070914
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0.90607464
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0.90288574
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0.8997027
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