CONVERGENCE OF MODIFIED TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH HÖLDER DIFFUSION COEFFICIENTS

Guangqiang Lan, Yu Jiang

Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (4) : 1109-1123.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (4) : 1109-1123. DOI: 10.4208/jcm.2302-m2022-0246

CONVERGENCE OF MODIFIED TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH HÖLDER DIFFUSION COEFFICIENTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2024, 42(4): 1109-1123 https://doi.org/10.4208/jcm.2302-m2022-0246

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