Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation

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Publication year
2022
Author(s)
Erdogan, Utku
Lord, Gabriel J.
Source
Journal of Computational and Applied Mathematics, 399, (2022), pp. 1-21, article 113704
ISSN
DOI
Publication type
Article / Letter to editor
If a DOI or any other persistent identifier is unavailable, please use the following repository identifier to link to this item: https://hdl.handle.net/2066/236501   https://hdl.handle.net/2066/236501
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