Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
type: Item
instance of: scholarly article
title: Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
author: Guangqiang Lan
author: Yunping Jiang
published in: Journal of Computational Mathematics
publication date: 2024-10-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7924448
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: modified truncated Euler-Maruyama method
zbMATH Keywords: strong convergence
zbMATH Keywords: one-sided Lipschitz
zbMATH Keywords: Hölder continuous
MaRDI profile type: Publication
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DOI: 10.4208/JCM.2302-M2022-0246
description: scientific article; zbMATH DE number 7924448