Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962): Difference between revisions

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+Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Action functional for diffusions in discontinuous media
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+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Mean-square convergence of stochastic multi-step methods with variable step-size
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+Rigid-Body Dynamics with Friction and Impact
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+Three-stage stochastic Runge-Kutta methods for stochastic differential equations
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+B-convergence of split-step one-leg theta methods for stochastic differential equations
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