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20142026
most citedNew sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients

4 citations · 8 across the 14 of their papers we have counts for

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Showing 2017 · math.PRShow all

2 papers · 2 filters

math.PR2017★ 1 cited

Exponential stability of modified truncated EM method for stochastic differential equations

Guangqiang Lan, Fang Xia

Exponential stability of modified truncated Euler-Maruyama method for stochastic differential equations are investigated in this paper. Sufficient conditions for the -th moment…

math.PR2017★ 1 cited

Strong convergence rates of modified truncated EM method for stochastic differential equations

Guangqiang Lan, Fang Xia

Motivated by truncated EM method introduced by Mao (2015), a new explicit numerical method named modified truncated Euler-Maruyama method is developed in this paper. Strong converg…