The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations

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Publication:6495877

DOI10.1007/S10444-024-10131-WMaRDI QIDQ6495877

Yuyuan Li, Weijun Zhan

Publication date: 2 May 2024

Published in: Advances in Computational Mathematics (Search for Journal in Brave)







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