Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations

Liangjian Hu, Xiaoyue Li, Xuerong Mao. Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations. J. Computational Applied Mathematics, 337:274-289, 2018. [doi]

Abstract

Abstract is missing.