Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526)
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scientific article; zbMATH DE number 7707438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients |
scientific article; zbMATH DE number 7707438 |
Statements
Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (English)
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5 July 2023
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stochastic differential equation
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non-globally Lipschitz coefficient
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split-step theta method
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strong convergence rate
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