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Convergence rate and stability of the truncated Euler–Maruyama method for stochastic differential equations

Liangjian Hu, Xiaoyue Li, Xuerong Mao

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Source: Crossref

Published: Aug 1, 2018

DOI: 10.1016/j.cam.2018.01.017

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Convergence rate and stability of the truncated Euler–Maruyama method for stochastic differential equations — Mathematical Frontier Network