The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083)
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scientific article; zbMATH DE number 7829118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients |
scientific article; zbMATH DE number 7829118 |
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The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (English)
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9 April 2024
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stochastic differential equation
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truncated Euler-Maruyama method
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concave diffusion coefficient
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