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Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift

Fuente: arXiv

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Bibliographic Details
Main Authors:	Spendier, Kathrin, Szölgyenyi, Michaela
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis Probability 60H10, 65C30
Online Access:	Acceder al recurso
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