Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11029705 | Statistics & Probability Letters | 2019 | 14 Pages |
Abstract
We study the strong convergence of the tamed Euler-Maruyama approximation for stochastic differential equations whose coefficients superlinearly grow and diffusion coefficient is locally Hölder continuous.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hoang Long Ngo, Duc Trong Luong,