@Article{JCM-42-4,
author = {Lan, Guangqiang and Yu, Jiang},
title = {Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Hölder Diffusion Coefficients},
journal = {Journal of Computational Mathematics},
year = {2024},
volume = {42},
number = {4},
pages = {1109--1123},
abstract = {<p style="text-align: justify;">Convergence of modified truncated Euler-Maruyama (MTEM) method for stochastic
differential equations (SDEs) with $(1/2 + α)$-Hölder continuous diffusion coefficients are
investigated in this paper. We prove that the MTEM method for SDE converges to the
exact solution in $L^q$ sense under given conditions. Two examples are provided to support
our conclusions.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.2302-m2022-0246},
url = {https://global-sci.com/article/91090/convergence-of-modified-truncated-euler-maruyama-method-for-stochastic-differential-equations-with-holder-diffusion-coefficients}
}