Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Euler--Maruyama scheme for degenerate stochastic differential
  equations with non-sticky condition   The aim of this paper is to study weak and strong convergence of the
Euler--Maruyama scheme for a solution of one-dimensional degenerate stochastic
differential equation $\mathrm{d} X_t=\sigma(X_t) \mathrm{d} W_t$ with
non-sticky condition. For proving this, we first prove that the Euler--Maruyama
scheme also satisfies non-sticky condition. As an example, we consider
stochastic differential equation $\mathrm{d} X_t=|X_t|^{\alpha} \mathrm{d}
W_t$, $\alpha \in (0,1/2)$ with non-sticky boundary condition and we give some
remarks on CEV models in mathematical finance.

8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
25
The categories of this paper are: patt-sol
21
The categories of this paper are: adap-org
4
The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
17
The categories of this paper are: q-fin
3
The categories of this paper are: physics
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc