Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864)
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scientific article; zbMATH DE number 7596900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions |
scientific article; zbMATH DE number 7596900 |
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Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (English)
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6 October 2022
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stochastic differential equations
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positivity preserving property
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truncated Euler-Maruyama method
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strong and weak convergence rates
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