Pho, Nhat-An

1. Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion
   2023/05/12 by Do, Minh-Thang, Ngo, Hoang-Long, Pho, Nhat-An · 2 citations
   #60H10 #60H35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)