Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957)
From MaRDI portal
scientific article; zbMATH DE number 7820044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion |
scientific article; zbMATH DE number 7820044 |
Statements
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (English)
0 references
19 March 2024
0 references
adaptive Euler-Maruyama
0 references
discontinuous drift
0 references
locally Hölder continuous diffusion
0 references
stochastic differential equations
0 references
tamed Euler-Maruyama
0 references
globally in-time approximation
0 references
0 references
0 references
0 references
