A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations

By Fuke Wu, Xuerong Mao, Kan Chen. 2008

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The truncated Euler-Maruyama method for stochastic differential equations (2015, background): “Other weak forms of convergence, say weak convergence, convergence in probability and pathwise convergence, are discussed in [1, 7, 16, 18, 22, 24, 27, 36], just to mention a few.”