Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
type: Item
instance of: scholarly article
title: Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
zbMATH Open document ID: 1418.60102
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 41A25
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7026237
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: irregular coefficients
zbMATH Keywords: Hödler continuous diffusion
zbMATH Keywords: strong approximation
zbMATH Keywords: super-linearly growing coefficient
zbMATH Keywords: tamed Euler scheme
author: H. L. Ngo
author: Duc-Trong Luong
MaRDI profile type: Publication
full work available at URL: j.spl.2018.09.006
OpenAlex ID: W2891668637
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DOI: 10.1016/J.SPL.2018.09.006
description: scientific article; zbMATH DE number 7026237