Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
- 期刊名称IMA Journal of Numerical Analysis
- 作者Li, Xiaoyue; Mao, Xuerong; Yin, George
- 印刷ISSN0272-4979
- 电子ISSN1464-3642
- 文件大小1485.03KB
- 发表时间2018-04-09
- DOI10.1093/imanum/dry015
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