Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562)
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scientific article; zbMATH DE number 6535390
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| English | Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6535390 |
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Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (English)
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25 January 2016
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stopped Euler-Maruyama method
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stopping time
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nonlinear SDEs
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strong convergence
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0.8532370924949646
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0.8413819074630737
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0.8333585262298584
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0.8291590213775635
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