The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640): Difference between revisions

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Property / author: Saúl Díaz-Infante / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2016.04.011 / rank
 
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Latest revision as of 14:19, 12 July 2024

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The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation
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    The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (English)
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    12 September 2016
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    stochastic differential equations
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    explicit methods
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    strong convergence
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    Steklov average
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