Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 6728479 / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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semi-tamed Euler scheme | |||
| Property / zbMATH Keywords: semi-tamed Euler scheme / rank | |||
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strong convergence | |||
| Property / zbMATH Keywords: strong convergence / rank | |||
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mean square stability | |||
| Property / zbMATH Keywords: mean square stability / rank | |||
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Revision as of 07:34, 1 July 2023
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 |
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Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (English)
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9 June 2017
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stochastic differential equations
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semi-tamed Euler scheme
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strong convergence
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mean square stability
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