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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2024.7
- 수록면
- 917 - 932 (16page)
- DOI
- 10.4134/BKMS.b230354
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초록· 키워드
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In this paper, we deal with the Euler-Maruyama (EM) \linebreak scheme for stochastic differential equations driven by $G$-Brownian motion ($G$-SDEs). Under the linear growth and the local Lipschitz conditions, the strong convergence as well as the rate of convergence of the EM numerical solution to the exact solution for $G$-SDEs are established.
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