Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions.
Yongmei CaiQian GuoXuerong MaoPublished in: Math. Comput. Simul. (2024)
Keyphrases
- approximation schemes
- error bounds
- multi dimensional
- closed form
- solution space
- genetic algorithm
- numerical algorithms
- positive and negative
- probabilistic model
- data sets
- state space
- feasible solution
- benchmark problems
- approximation algorithms
- numerical methods
- closed form solutions
- iterative algorithms
- high level
- conjugate gradient algorithm
- linear computational complexity