Journal article
Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
Publication Details
Authors: | Lindner, F.; Jentzen, A.; Pušnik , P. |
Publication year: | 2020 |
Journal: | Numerical Algorithms |
Pages range : | 1447-1473 |
Volume number: | 85 |
Issue number: | 4 |
ISSN: | 1017-1398 |
DOI-Link der Erstveröffentlichung: |