"Convergence and stability of modified partially truncated Euler-Maruyama ..."

Hongfu Yang, Jianhua Huang (2022)

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DOI: 10.1016/J.CAM.2021.113895

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type: Journal Article

metadata version: 2023-08-28

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Hongfu Yang, Jianhua Huang:
Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient. J. Comput. Appl. Math. 404: 113895 (2022)

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