A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guo, Yujia, Wang, Xiaojie, Wu, Yue
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability 37H99, 60H10, 60H35, 65C30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.16089