Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Sumit K. Garg / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65L20 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6682790 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic differential equations with piecewise continuous arguments | |||
Property / zbMATH Keywords: stochastic differential equations with piecewise continuous arguments / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
split-step theta (SST) method | |||
Property / zbMATH Keywords: split-step theta (SST) method / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
monotone condition | |||
Property / zbMATH Keywords: monotone condition / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
convergence of the SST method | |||
Property / zbMATH Keywords: convergence of the SST method / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
exponential mean square stability | |||
Property / zbMATH Keywords: exponential mean square stability / rank | |||
Normal rank |
Revision as of 02:04, 1 July 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments |
scientific article |
Statements
Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (English)
0 references
9 February 2017
0 references
stochastic differential equations with piecewise continuous arguments
0 references
split-step theta (SST) method
0 references
monotone condition
0 references
convergence of the SST method
0 references
exponential mean square stability
0 references