English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Numerical methods for SDEs with irregular coefficients are intensivelystudied in the literature, with different types of irregularities usually beingattacked separately. In this paper we combine two different types ofirregularities: polynomially growing drift coefficients and discontinuous driftcoefficients. For SDEs that suffer from both irregularities we prove strongconvergence of order $1/2$ of the tamed-Euler-Maruyama scheme from[Hutzenthaler, M., Jentzen, A., and Kloeden, P. E., The Annals of AppliedProbability, 22(4):1611-1641, 2012].

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift