The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients
type: Item
instance of: scholarly article
title: The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients
author: Yiyi Tang
author: Xuerong Mao
published in: Journal of Computational and Applied Mathematics
publication date: 2024-04-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7829118
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: truncated Euler-Maruyama method
zbMATH Keywords: concave diffusion coefficient
MaRDI profile type: MaRDI publication profile
cites work: Q5429735
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DOI: 10.1016/J.CAM.2023.115660
description: scientific article; zbMATH DE number 7829118