Abstract
We propose a tamed-adaptive Euler-Maruyama approximation scheme for stochastic differential equations with locally Lipschitz continuous, polynomial growth drift, and locally Hölder continuous, polynomial growth diffusion coefficients. We consider the strong convergence and the stability of the new scheme. In particular, we show that under some sufficient conditions for the stability of the exact solution, the tamed-adaptive scheme converges strongly in both finite and infinite time intervals.
Acknowledgment
The authors would like to thank the referees for their useful comments and suggestions.