Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462): Difference between revisions

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Property / DOI: 10.1016/j.camwa.2010.06.011 / rank
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Latest revision as of 22:38, 9 December 2024

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Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
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    Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (English)
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    14 December 2010
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    stochastic differential equations
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    split-step \(\theta \)-method
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    mean-square convergence
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    mean-square stability
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