The logarithmic truncated EM method with weaker conditions

DOI10.1016/j.apnum.2024.01.009WikidataQ129964806 ScholiaQ129964806MaRDI QIDQ6546892

Xuerong Mao, Yiyi Tang

Publication date: 30 May 2024

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationslogarithmic truncated Euler-Mayurama method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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