High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (Q2814094): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients |
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High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (English)
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17 June 2016
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stochastic differential equations
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one-sided Lipschitz condition
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improved split-step theta methods
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strong convergence
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superlinearly growing condition
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