The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113)
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scientific article; zbMATH DE number 7708898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero |
scientific article; zbMATH DE number 7708898 |
Statements
The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (English)
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7 July 2023
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truncated Euler-Maruyama approximation
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strong convergence
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stochastic differential equations
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local time
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one-sided Lipschitz condition
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