Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift

Ижил төстэй зүйлс

• Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift
  -н: Giles, M, зэрэг
  Хэвлэсэн: (2020)
• Adaptive timestepping for SDEs with non-globally Lipschitz drift
  -н: Fang, W
  Хэвлэсэн: (2019)
• An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model
  -н: Reisinger, C, зэрэг
  Хэвлэсэн: (2021)
• Backward Euler–Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
  -н: Wu, Y
  Хэвлэсэн: (2022)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
  -н: Liu, W, зэрэг
  Хэвлэсэн: (2020)