The truncated Euler–Maruyama method for stochastic differential equations with Hölder diffusion coefficients

Hao Yang, Fuke Wu, Peter E. Kloeden, Xuerong Mao

Type: Article

Publication Date: 2019-08-16

Citations: 17

DOI: https://doi.org/10.1016/j.cam.2019.112379

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Locations

Journal of Computational and Applied Mathematics - View
Strathprints: The University of Strathclyde institutional repository (University of Strathclyde) - View - PDF

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