Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball
type: Item
instance of: scholarly article
title: Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball
author: Takuya Nakagawa
author: Dai Taguchi
author: Tomooki Yuasa
published in: Journal of Mathematical Analysis and Applications
publication date: 2022-11-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/2104.03468
Mathematics Subject Classification ID: 60Hxx
Mathematics Subject Classification ID: 65Cxx
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 7624122
zbMATH Keywords: polynomial diffusions on the unit ball
zbMATH Keywords: semi-implicit Euler-Maruyama scheme
zbMATH Keywords: degenerate and Hölder continuous diffusion coefficient
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W4287238216
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DOI: 10.1016/J.JMAA.2022.126829
description: scientific article; zbMATH DE number 7624122