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20112023
most citedHigher order strong approximations of semilinear stochastic wave equation with additive space-time white noise

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math.PR2022

Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient

Huimin Hu, Siqing Gan

In this paper, we consider scalar stochastic differential equations (SDEs) with a superlinearly growing and piecewise continuous drift coefficient. Existence and uniqueness of stro…