Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562)
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scientific article; zbMATH DE number 6535390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6535390 |
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Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (English)
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25 January 2016
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stopped Euler-Maruyama method
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stopping time
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nonlinear SDEs
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strong convergence
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