كتاب إلكتروني
Convergence of the Tamed-Euler–Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift
| العنوان: | Convergence of the Tamed-Euler–Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift |
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| المؤلفون: | Spendier, KathrinAff4, Szölgyenyi, MichaelaAff4 |
| المساهمون: | Hinrichs, Aicke, editorAff1, Kritzer, Peter, editorAff2, Pillichshammer, Friedrich, editorAff3 |
| المصدر: | Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2022, Linz, Austria, July 17–22. 460:601-623 |
| قاعدة البيانات: | Springer Nature eBooks |
| ردمك: | 9783031597619 9783031597626 |
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| DOI: | 10.1007/978-3-031-59762-6_30 |