The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients

Hao Yang, Fuke Wu, Peter E. Kloeden, Xuerong Mao. The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients. J. Computational Applied Mathematics, 366, 2020. [doi]

Abstract

Abstract is missing.