Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients
type: Item
instance of: scholarly article
title: Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients
zbMATH Open document ID: 1546.65007
author: Yan Li
author: Nan Deng
author: Wanrong Cao
published in: Applied Numerical Mathematics
publication date: 2024-08-26T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 7901896
zbMATH Keywords: stochastic singular initial value problems
zbMATH Keywords: superlinearly growing coefficients
zbMATH Keywords: explicit method
zbMATH Keywords: strong convergence
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.APNUM.2024.07.001
description: scientific article; zbMATH DE number 7901896