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"On the Euler-Maruyama scheme for SDEs with bounded variation and ..."

Hoang-Long Ngo, Dai Taguchi (2019)

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DOI: 10.1016/J.MATCOM.2019.01.012

access: closed

type: Journal Article

metadata version: 2020-03-04

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Hoang-Long Ngo, Dai Taguchi:
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. Math. Comput. Simul. 161: 102-112 (2019)

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