A note on the partially truncated Euler-Maruyama method
type: Item
instance of: scholarly article
title: A note on the partially truncated Euler-Maruyama method
zbMATH Open document ID: 1397.65017
author: Qian Guo
author: Wei Liu
author: Xuerong Mao
published in: Applied Numerical Mathematics
publication date: 2018-05-11T00:00:00Z
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6867629
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: local Lipschitz condition
zbMATH Keywords: Khasminskii-type condition
zbMATH Keywords: partially truncated Euler-Maruyama method
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
full work available at URL: j.apnum.2018.04.004
OpenAlex ID: W2797178545
cites work: Q4463035
cites work: The partially truncated Euler-Maruyama method and its stability and boundedness
cites work: Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
cites work: Stability of regime-switching stochastic differential equations
cites work: Q4004325
cites work: Q5429735
cites work: The truncated Euler-Maruyama method for stochastic differential equations
cites work: Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
cites work: Stochastic Differential Equations with Markovian Switching
cites work: Khasminskii-type theorems for stochastic functional differential equations
Wikidata QID: Q129994846
DOI: 10.1016/J.APNUM.2018.04.004
description: scientific article; zbMATH DE number 6867629