"Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly ..."

Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho (2024)

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DOI: 10.1016/J.JCO.2024.101833

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type: Journal Article

metadata version: 2024-05-23

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Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho:
Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion. J. Complex. 82: 101833 (2024)

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