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20242026
most citedStrong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

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math.NA2025

Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs

Zhihui Liu, Xiaojie Wang, Xiaoming Wu +1

A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preser…