Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344)
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scientific article; zbMATH DE number 7896746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of tamed exponential integrators for stochastic differential equations |
scientific article; zbMATH DE number 7896746 |
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Weak convergence of tamed exponential integrators for stochastic differential equations (English)
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14 August 2024
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SDEs
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exponential integrator
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geometric Brownian motion
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weak convergence
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tamed Euler-Maruyama methods
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multi-level Monte Carlo method
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