On stable numerical approximation for non autonomous stochastic differential equations with H¨older continuous diffusion coefficient

av Lương, Đức Trọng, Kiều, Trung Thủy
Publicerad 2023

UNIFORM IN TIME CONVERGENCE OF A TAMED-ADAPTIVE EULER-MARUYAMA SCHEME FOR SDES WITH MARKOVIAN SWITCHING, UNDER NON-LIPSCHITZ CONDITIONS

av Luong, Duc Trong, Luu, Hoang Minh, Nguyen, Hoang Viet, Tran, Ba Hung
Publicerad 2025