Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (Q830011)
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English | Numerical and mathematical analysis of blow-up problems for a stochastic differential equation |
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Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (English)
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7 May 2021
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SDE
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blow-up
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blow-up time
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Euler-Maruyama scheme
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adaptive time step control
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