Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

出版年份 2016 全文链接

标题

作者

关键词

Stochastic differential equation, Local Lipschitz condition, Khasminskii-type condition, Truncated Euler–Maruyama method, Convergence rate

出版物

Volume 296, Issue -, Pages 362-375

出版商

Elsevier BV

发表日期

2015-10-21

DOI

10.1016/j.cam.2015.09.035

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