Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (2018)

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/10.48550/arxiv.1812.00683

Publication URI: https://arxiv.org/abs/1812.00683

Type: Preprint