The truncated Euler-Maruyama method for stochastic differential equations with Holder diffusion coefficients

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The truncated Euler-Maruyama method for stochastic differential equations with Holder diffusion coefficients

Author: Yang, Hao; Wu, Fuke; Kloeden, Peter E.; Mao, Xuerong
Tübinger Autor(en):
Kloeden, Peter E.
Published in: Journal of Computational and Applied Mathematics (2020), Bd. 366, Article UNSP 112379
Verlagsangabe: Elsevier
Language: English
Full text: http://dx.doi.org/10.1016/j.cam.2019.112379
ISSN: 1879-1778
DDC Classifikation: 510 - Mathematics
Dokumentart: Artikel
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