# Euler–Maruyama method

## Papers overview

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2017

2017

- Numerical Algorithms
- 2017

The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Khasminskii-type condition were… (More)

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2017

2017

- 2017

The partially truncated Euler–Maruyama (EM) method is proposed in this paper for highly nonlinear stochastic differential… (More)

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Review

2016

Review

2016

- 2016

The purpose of this paper is to survey stochastic differential equations and Euler-Maruyama method for approximating the solution… (More)

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2016

2016

- Numerical Algorithms
- 2016

In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce the almost sure stability of… (More)

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2015

2015

- J. Computational Applied Mathematics
- 2015

Influenced by Higham, Mao and Stuart [10], several numerical methods have been developed to study the strong convergence of the… (More)

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2015

2015

- 2015

Backward error analysis is an important tool to study long time behavior of numerical methods. The main idea of it is to use… (More)

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2012

2012

- 2012

A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler–Maruyama (EM) scheme can reproduce… (More)

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2006

2006

- 2006

Abstract. The understanding of adaptive algorithms for SDEs is an open area where many issues related to both convergence and… (More)

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2004

2004

- Mathematics and Computers in Simulation
- 2004

Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been… (More)

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Highly Cited

2002

Highly Cited

2002

- SIAM J. Numerical Analysis
- 2002

Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a… (More)

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