Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

Research output: Contribution to journalArticlepeer-review

86 Citations (Scopus)
169 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science