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Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations

Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations

Liu, Wei; Mao, Xuerong
  • 期刊名称Applied Mathematics and Computation
  • 作者Liu, Wei; Mao, Xuerong
  • 卷第223卷
  • 印刷ISSN0096-3003
  • 文件大小728.19KB
  • 发表时间2013-10
  • DOI10.1016/j.amc.2013.08.023
  • 页码389-400
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