most citedConvergence of tamed Euler schemes for a class of stochastic evolution equations

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math.PR2014★ 2 cited

Convergence of tamed Euler schemes for a class of stochastic evolution equations

István Gyöngy, Sotirios Sabanis, David Šiška

We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is…