Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.amc.2013.11.100 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2048332708 / rank | |||
Normal rank | |||
Revision as of 01:52, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients |
scientific article |
Statements
Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (English)
0 references
9 June 2017
0 references
stochastic differential equations
0 references
semi-tamed Euler scheme
0 references
strong convergence
0 references
mean square stability
0 references
