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

Minh-Thang Do, Hoang-Long Ngo, Nhat-An Pho (2023)

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DOI: 10.48550/ARXIV.2305.07298

access: open

type: Informal or Other Publication

metadata version: 2023-05-17

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  - journals/corr/abs-2305-07298
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  - https://dblp.org/rec/journals/corr/abs-2305-07298
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. CoRR abs/2305.07298 (2023)

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