Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (2020)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
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
ISSN: 0168-9274