A note on the partially truncated Euler-Maruyama method (Q1748428)
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scientific article; zbMATH DE number 6867629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the partially truncated Euler-Maruyama method |
scientific article; zbMATH DE number 6867629 |
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A note on the partially truncated Euler-Maruyama method (English)
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11 May 2018
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stochastic differential equation
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local Lipschitz condition
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Khasminskii-type condition
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partially truncated Euler-Maruyama method
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convergence rate
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