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A strongly monotonic polygonal Euler scheme - MaRDI portal

A strongly monotonic polygonal Euler scheme (Q6149159)

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scientific article; zbMATH DE number 7799848
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English
A strongly monotonic polygonal Euler scheme
scientific article; zbMATH DE number 7799848

    Statements

    title
    A strongly monotonic polygonal Euler scheme (English)
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    arXiv ID
    2112.15596
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    author
    Tim Johnston
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    Sotirios Sabanis
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    publication date
    5 February 2024
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    zbMATH DE Number
    7799848
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    zbMATH Keywords
    strongly monotonic
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    tamed Euler scheme
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    monotonic
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    truncation
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    Moreau-Yosida
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    cites work
    Q5429735
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