Strong Convergence of the Tamed Euler-Maruyama Method for Stochastic Singular Initial Value Problems with Non-Globally Lipschitz Continuous Coefficients

Yan Li, Nan Deng,Wanrong Cao

APPLIED NUMERICAL MATHEMATICS（2024）

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关键词

Stochastic singular initial value problems,Superlinearly growing coefficients,Explicit method,Strong convergence

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