Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908): Difference between revisions

Latest revision as of 22:19, 13 July 2024

scientific article

Language	Label	Description	Also known as
English	Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients	scientific article

Statements

instance of

scholarly article

0 references

title

Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (English)

0 references

0 references

0 references

0 references

Applied Mathematics and Computation

0 references

publication date

9 June 2017

0 references

zbMATH Keywords

stochastic differential equations

0 references

semi-tamed Euler scheme

0 references

strong convergence

0 references

mean square stability

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.amc.2013.11.100

0 references

cites work

Q4210478

0 references

Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

0 references

The random attractor of the stochastic Lorenz system

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)

0 references

Continuous Markov processes and stochastic equations

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

0 references

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition

0 references

Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

Exponential mean square stability of numerical methods for systems of stochastic differential equations

0 references

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

0 references

Mean-square stability of numerical schemes for stochastic differential systems

0 references

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

0 references

Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations

0 references

Q4369402

0 references

Probability theory. A comprehensive course.

0 references

Identifiers

zbMATH Open document ID

1364.65020

0 references

DOI

10.1016/j.amc.2013.11.100

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:529908

@@ Property / author @@
-Cheng-Ming Huang
@@ Property / author: Cheng-Ming Huang / rank @@
-Normal rank
@@ Property / author @@
+Cheng-Ming Huang
@@ Property / author: Cheng-Ming Huang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2013.11.100
+Normal rank
@@ Property / OpenAlex ID @@
+W2048332708
@@ Property / OpenAlex ID: W2048332708 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+The random attractor of the stochastic Lorenz system
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
+Normal rank
@@ Property / cites work @@
+Continuous Markov processes and stochastic equations
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course.
@@ Property / cites work: Probability theory. A comprehensive course. / rank @@
+Normal rank