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"Convergence rate and stability of the truncated Euler-Maruyama method for ..."

Liangjian Hu, Xiaoyue Li, Xuerong Mao (2018)

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DOI: 10.1016/J.CAM.2018.01.017

access: open

type: Journal Article

metadata version: 2020-02-20

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Liangjian Hu, Xiaoyue Li, Xuerong Mao:
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations. J. Comput. Appl. Math. 337: 274-289 (2018)

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