Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963): Difference between revisions
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| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65L20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6682790 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic differential equations with piecewise continuous arguments | |||
| Property / zbMATH Keywords: stochastic differential equations with piecewise continuous arguments / rank | |||
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split-step theta (SST) method | |||
| Property / zbMATH Keywords: split-step theta (SST) method / rank | |||
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monotone condition | |||
| Property / zbMATH Keywords: monotone condition / rank | |||
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convergence of the SST method | |||
| Property / zbMATH Keywords: convergence of the SST method / rank | |||
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exponential mean square stability | |||
| Property / zbMATH Keywords: exponential mean square stability / rank | |||
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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)
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9 February 2017
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stochastic differential equations with piecewise continuous arguments
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split-step theta (SST) method
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monotone condition
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convergence of the SST method
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exponential mean square stability
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