Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients (Q6593425)
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scientific article; zbMATH DE number 7901896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7901896 |
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Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients (English)
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26 August 2024
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stochastic singular initial value problems
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superlinearly growing coefficients
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explicit method
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strong convergence
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