"The truncated Euler-Maruyama method for stochastic differential equations."

Xuerong Mao (2015)

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DOI: 10.1016/J.CAM.2015.06.002

access: open

type: Journal Article

metadata version: 2021-02-16

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Xuerong Mao:
The truncated Euler-Maruyama method for stochastic differential equations. J. Comput. Appl. Math. 290: 370-384 (2015)

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