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The partially truncated Euler–Maruyama method and its stability and boundedness

Qian Guo, Wei Liu, Xuerong Mao, Rongxian Yue

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Source: Crossref

Published: May 1, 2017

DOI: 10.1016/j.apnum.2017.01.010

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The partially truncated Euler–Maruyama method and its stability and boundedness — Mathematical Frontier Network