Skip to main content

Advanced Search

Projected result for your current search: 0

Search Operators:

You can use operators in your search query to narrow down your results even more. Click on the search operator to see an explanation of how it works.
Finds documents with exactly this word group, in exactly this word order and spelling (e.g. "employer branding").
Finds documents with both search terms (e.g. sales AND bonus).
Finds documents with one or the other search term (e.g. porsche OR volkswagen).
Finds documents with all search terms. Blank space is understood as AND (e.g. man robot production).
Finds documents with no appearance of the word behind NOT (e.g. ford NOT "harrison ford").
Finds documents where the search term is mentioned at least "n" times."n" may be any number (e.g. COUNT(gear)>8).
Finds documents with both search terms in any word order, permitting "n" words as a maximum distance between them. Best choose between 15 and 30 (e.g. NEAR(recruit, professionals, 20)).
Finds documents with the search term in word versions or composites. The asterisk * marks whether you wish them BEFORE, BEHIND, or BEFORE and BEHIND the search term (e.g. lightweight*, *lightweight, *lightweight*).
Finds documents with the search term in different spellings. "?" allows only one character (e.g. organi?ation).
Special characters are understood as AND (e.g. Miller Bros. & Sons).

Semantic Search

powered by (Link opens in a new window)
loading …
Log in
Top
Numerical Algorithms

Convergence of a partially truncated Euler-Maruyama method for SDEs with super-linear piecewise continuous drift and Hölder diffusion coefficients

  • 04-09-2024
  • Research
Published in:
Author
Amir Haghighi
Published in
Numerical Algorithms | Issue 4/2025

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

The article addresses the challenge of solving stochastic differential equations (SDEs) with discontinuous drift coefficients and Hölder diffusion coefficients. It introduces a partially truncated Euler-Maruyama method (PTEMH) for SDEs with super-linear piecewise continuous drift and Hölder diffusion coefficients. The method splits the drift coefficient into linear and nonlinear parts, truncating only the nonlinear part to improve stability. The authors prove the existence and uniqueness of solutions under mild conditions using transformation techniques and convergence lemmas. The PTEMH method is shown to achieve an optimal strong convergence rate of 1/2 for certain conditions, making it a significant advancement in the field. The article is structured to include preliminary remarks, existence and uniqueness proofs, the PTEMH method, convergence properties, and numerical experiments to validate the theoretical results.
AI Generated

This summary of the content was generated with the help of AI.

Already a customer? Then log in here to gain access.

Customer login

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Business + Economics"

Online-Abonnement

Springer Professional "Business + Economics" gives you access to:

  • more than 100.000 books
  • more than 340 journals

from the following specialised fileds:

  • Construction + Real Estate
  • Business IT + Informatics
  • Finance + Banking
  • Management + Leadership
  • Marketing + Sales
  • Insurance + Risk



Secure your knowledge advantage now!

inform now

Springer Professional "Engineering + Technology"

Online-Abonnement

Springer Professional "Engineering + Technology" gives you access to:

  • more than 75.000 books
  • more than 390 journals

from the following specialised fileds:

  • Automotive
  • Business IT + Informatics
  • Construction + Real Estate
  • Electrical Engineering + Electronics
  • Energy + Sustainability
  • Mechanical Engineering + Materials
  • Surfaces + Materials Technology





 

Secure your knowledge advantage now!

inform now

Springer Professional "Business + Economics & Engineering + Technology"

Online-Abonnement

Springer Professional "Business + Economics & Engineering + Technology" gives you access to:

  • more than 130.000 books
  • more than 540 journals

from the following subject areas:

  • Automotive
  • Construction + Real Estate
  • Business IT + Informatics
  • Electrical Engineering + Electronics
  • Energy + Sustainability
  • Finance + Banking
  • Management + Leadership
  • Marketing + Sales
  • Mechanical Engineering + Materials
  • Surfaces + Materials Technology
  • Insurance + Risk


Secure your knowledge advantage now!

inform now

For explorers: Get to know our platforms better with a free registration.

Register for free
previous article Analysis of a higher-order scheme for multi-term time-fractional integro-partial differential equations with multi-term weakly singular kernels
next article An effective real structure-preserving algorithm for the quaternion indefinite least squares problem
Title
Convergence of a partially truncated Euler-Maruyama method for SDEs with super-linear piecewise continuous drift and Hölder diffusion coefficients
Author
Amir Haghighi
Publication date
04-09-2024
Publisher
Springer US
Published in
Numerical Algorithms / Issue 4/2025
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-024-01928-3
This content is only visible if you are logged in and have the appropriate permissions.
This content is only visible if you are logged in and have the appropriate permissions.

Other articles of this Issue 4/2025

Anti-Gaussian quadrature rules related to orthogonality on the semicircle

  • Research

An inertia projection method for nonlinear pseudo-monotone equations with convex constraints

  • Research

A posteriori error estimates for the exponential midpoint method for linear and semilinear parabolic equations

  • Research

Fast and accurate approximation algorithms for computing floating point square root

  • Open Access
  • Research

Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint

  • Research

Multivariate polynomial interpolation based on Radon projections

  • Research

Premium Partner

    Image Credits
    Neuer Inhalt/© ITandMEDIA, Nagarro GmbH/© Nagarro GmbH, AvePoint Deutschland GmbH/© AvePoint Deutschland GmbH, AFB Gemeinnützige GmbH/© AFB Gemeinnützige GmbH, USU GmbH/© USU GmbH, Ferrari electronic AG/© Ferrari electronic AG