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Do, Minh-Thang

  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)