A class of numerical algorithms for stochastic differential equations with randomly varying truncations

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Titel: A class of numerical algorithms for stochastic differential equations with randomly varying truncations
Autoren: Hongjiang Qian, Fuke Wu, George Yin
Quelle: Discrete and Continuous Dynamical Systems - S. 18:578-602
Verlagsinformationen: American Institute of Mathematical Sciences (AIMS), 2025.
Publikationsjahr: 2025
Publikationsart: Article
ISSN: 1937-1179
1937-1632
DOI: 10.3934/dcdss.2024014
Dokumentencode: edsair.doi...........18f59fed74a51f7a8d06b24873ea5f94
Datenbank: OpenAIRE
Beschreibung
ISSN:19371179
19371632
DOI:10.3934/dcdss.2024014