The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365): Difference between revisions
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Revision as of 02:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments |
scientific article |
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The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (English)
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4 February 2016
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stochastic differential equations
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piecewise constant arguments
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Euler-Maruyama method
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mean square convergence
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exponential stability in mean square
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