B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | B-convergence of split-step one-leg theta methods for stochastic differential equations |
scientific article |
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B-convergence of split-step one-leg theta methods for stochastic differential equations (English)
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5 August 2014
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split-step one-leg theta methods
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one-sided Lipschitz condition
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boundedness of moments
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B-convergence
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strong convergence
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stochastic differential equations
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numerical experiments
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