Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift (Q6508232)
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scientific article from arXiv
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| English | Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift |
scientific article from arXiv |
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Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift (English)
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