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

Yiyi Tang, Xuerong Mao (2024)

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DOI: 10.1016/J.CAM.2023.115660

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type: Journal Article

metadata version: 2024-02-05

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Yiyi Tang, Xuerong Mao:
The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients. J. Comput. Appl. Math. 440: 115660 (2024)

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