Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exponential integrability properties of numerical approximation
  processes for nonlinear stochastic differential equations   Exponential integrability properties of numerical approximations are a key
tool for establishing positive rates of strong and numerically weak convergence
for a large class of nonlinear stochastic differential equations. It turns out
that well-known numerical approximation processes such as Euler-Maruyama
approximations, linear-implicit Euler approximations, and some tamed Euler
approximations from the literature rarely preserve exponential integrability
properties of the exact solution. The main contribution of this article is to
identify a class of stopped increment-tamed Euler approximations which preserve
exponential integrability properties of the exact solution under minor
additional assumptions on the involved functions.

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The categories of this paper are: hep-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: adap-org
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The categories of this paper are: supr-con
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The categories of this paper are: cs
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The categories of this paper are: math-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: hep-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: cmp-lg
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The categories of this paper are: nucl-ex
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The categories of this paper are: q-alg
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The categories of this paper are: chem-ph
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The categories of this paper are: astro-ph
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The categories of this paper are: chao-dyn
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The categories of this paper are: alg-geom