Weak convergence rate of positivity-preserving truncated Euler–Maruyama method for multi-dimensional stochastic differential equations with positive solutions

BIT Numerical Mathematics 2026

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Authors: Xingwei Hu, Xinjie Dai, Aiguo Xiao

DOI: 10.1007/s10543-026-01117-9

Cited by: 2

References: 29

Fields of Study & Subjects

Stochastic processes and financial applications Stochastic Gradient Optimization Techniques Risk and Portfolio Optimization

References 29