Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703): Difference between revisions

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scientific article; zbMATH DE number 6843972
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Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
scientific article; zbMATH DE number 6843972

    Statements

    Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (English)
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    27 February 2018
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    exponential moments
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    numerical approximation
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    stochastic differential equation
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    Euler scheme
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    Euler-Maruyama
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    implicit Euler scheme
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    tamed Euler scheme
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    strong convergence rate
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