Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations |
scientific article |
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Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (English)
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14 December 2010
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stochastic differential equations
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split-step \(\theta \)-method
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mean-square convergence
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mean-square stability
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