Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (2020)

First Author: Liu W
Attributed to:  RANDOMNESS: A RESOURCE FOR REAL-TIME ANALYTICS funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.apnum.2020.02.007

Publication URI: http://dx.doi.org/10.1016/j.apnum.2020.02.007

Type: Journal Article/Review

Parent Publication: Applied Numerical Mathematics