Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (Q830011)

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scientific article; zbMATH DE number 7345418
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Numerical and mathematical analysis of blow-up problems for a stochastic differential equation
scientific article; zbMATH DE number 7345418

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    Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (English)
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    7 May 2021
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    SDE
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    blow-up
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    blow-up time
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    Euler-Maruyama scheme
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    adaptive time step control
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