The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero

Hiderah Kamal

首页> 外文期刊>Random operators and stochastic equations >The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero

【24h】

The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero

机译：The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相关主题

摘要

Abstract Recently, Mao developed a new explicit method, called the truncated Euler–Maruyama method for nonlinear SDEs, and established the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition. The key aim of this paper is to establish the rate of strong convergence of the truncated Euler–Maruyama method for one-dimensional stochastic differential equations involving that the local time at point zero under the drift coefficient satisfies a one-sided Lipschitz condition and plus some additional conditions.

著录项

来源
《Random operators and stochastic equations》 |2023年第2期|141-152|共12页
作者
Hiderah Kamal;
展开▼
作者单位

Department of Mathematics;

展开▼
收录信息
原文格式 PDF
正文语种英语
中图分类随机微分方程;
关键词
Truncated Euler–Maruyama approximation; strong convergence; stochastic differential equations; local time; one-sided Lipschitz condition; 34K09; 35A08; 60H15; 93B05;

The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero

摘要

著录项

相关主题

期刊订阅