"Strong Convergence of a GBM Based Tamed Integrator for SDEs and an ..."

Utku Erdogan, Gabriel J. Lord (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-30

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-11425
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2106-11425
Utku Erdogan, Gabriel J. Lord:
Strong Convergence of a GBM Based Tamed Integrator for SDEs and an Adaptive Implementation. CoRR abs/2106.11425 (2021)

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