Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703): Difference between revisions
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Revision as of 16:36, 5 March 2024
scientific article; zbMATH DE number 6843972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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