He, Jie; Gao, Shuaibin; Zhan, Weijun; Guo, Qian Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. (English) Zbl 07804199 Int. J. Comput. Math. 100, No. 12, 2184-2195 (2023). MSC: 65C30 PDFBibTeX XMLCite \textit{J. He} et al., Int. J. Comput. Math. 100, No. 12, 2184--2195 (2023; Zbl 07804199) Full Text: DOI
Guo, Qian; Liu, Wei; Mao, Xuerong; Zhan, Weijun Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. (English) Zbl 1499.65011 Int. J. Comput. Math. 95, No. 9, 1715-1726 (2018). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{Q. Guo} et al., Int. J. Comput. Math. 95, No. 9, 1715--1726 (2018; Zbl 1499.65011) Full Text: DOI arXiv