Rate of convergence results are presented for a new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift coefficients that satisfy a particular form of strong monotonicity. The new, distinct feature of this class of explicit schemes is the preservation of the monotonicity condition for the new, suitably controlled drift coefficients that guaranty the finiteness of moments of the numerical solutions up to a desired order.
翻译:新的一类明确的电动计算法(SDEs)提出了趋同率结果,它与超直线增长的漂移系数相近,以满足某种特定形式的强烈单音化。 这一类明确计算法的新的独特特点是为新的、有适当控制的流动系数保留单音性条件,以保障数字解决方案时间的有限性,直至预期的顺序。