Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428): Difference between revisions

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+Split-step double balanced approximation methods for stiff stochastic differential equations
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+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
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