Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:52, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations |
scientific article |
Statements
Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (English)
0 references
14 December 2010
0 references
stochastic differential equations
0 references
split-step \(\theta \)-method
0 references
mean-square convergence
0 references
mean-square stability
0 references
