Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise

Fuente: arXiv

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Bibliographic Details
Main Authors:	Li, Xiang, Mo, Yingjun, Yang, Haoran
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.03104