Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65L20 / rank | |||
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| Property / zbMATH DE Number: 6374502 / rank | |||
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stochastic differential delay equation | |||
| Property / zbMATH Keywords: stochastic differential delay equation / rank | |||
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split-step theta scheme | |||
| Property / zbMATH Keywords: split-step theta scheme / rank | |||
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stochastic linear theta scheme | |||
| Property / zbMATH Keywords: stochastic linear theta scheme / rank | |||
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strong convergence rate | |||
| Property / zbMATH Keywords: strong convergence rate / rank | |||
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exponential mean square stability | |||
| Property / zbMATH Keywords: exponential mean square stability / rank | |||
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Revision as of 17:49, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients |
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Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (English)
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27 November 2014
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stochastic differential delay equation
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split-step theta scheme
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stochastic linear theta scheme
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strong convergence rate
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exponential mean square stability
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