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

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

Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian

期刊名称Applied Numerical Mathematics
作者Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian
卷第115卷
印刷ISSN0168-9274
文件大小398.59KB
发表时间2017-05
DOI10.1016/j.apnum.2017.01.010
页码235-251

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