Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q6617015)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients |
scientific article; zbMATH DE number 7924448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients |
scientific article; zbMATH DE number 7924448 |
Statements
Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (English)
0 references
9 October 2024
0 references
stochastic differential equations
0 references
modified truncated Euler-Maruyama method
0 references
strong convergence
0 references
one-sided Lipschitz
0 references
Hölder continuous
0 references
0 references
0 references
0 references
0 references
0 references
