An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis - 惯性聚合

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An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis

Andreas Neuenkirch, Michaela Szölgyenyi, Lukasz Szpruch · 2018-02-13 · via math.PR updates on arXiv.org

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