The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309)
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scientific article; zbMATH DE number 6688709
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| English | The partially truncated Euler-Maruyama method and its stability and boundedness |
scientific article; zbMATH DE number 6688709 |
Statements
The partially truncated Euler-Maruyama method and its stability and boundedness (English)
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24 February 2017
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stochastic differential equation
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local Lipschitz condition
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Khasminskii-type condition
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partially truncated Euler-Maruyama method
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stability
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boundedness
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0.8871017098426819
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0.8608348369598389
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0.8576222062110901
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0.8490321040153503
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0.8409011363983154
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