Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions

Author:

Lei Ziyi,Gan Siqing,Chen Ziheng

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference28 articles.

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4. An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process;Dereich;Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.,2012

5. Strong order 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process;Cozma;IMA J. Numer. Anal.,2018

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