Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
type: Item
instance of: scholarly article
title: Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
zbMATH Open document ID: 1378.65036
author: Xuerong Mao
published in: Journal of Computational and Applied Mathematics
publication date: 2015-12-21T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60F25
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6522822
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: local Lipschitz condition
zbMATH Keywords: Khasminskii-type condition
zbMATH Keywords: truncated Euler-Maruyama method
zbMATH Keywords: convergence rate
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: j.cam.2015.09.035
OpenAlex ID: W1946723472
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DOI: 10.1016/J.CAM.2015.09.035
description: scientific article; zbMATH DE number 6522822