Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q6617015)
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scientific article; zbMATH DE number 7924448
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| English | Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients |
scientific article; zbMATH DE number 7924448 |
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Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (English)
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9 October 2024
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stochastic differential equations
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modified truncated Euler-Maruyama method
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strong convergence
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one-sided Lipschitz
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Hölder continuous
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0.8965499997138977
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0.8950411677360535
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0.842448890209198
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0.8416162133216858
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