Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments |
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Statements
Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (English)
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11 January 2019
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stochastic differential equations with piecewise continuous arguments
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the split-step theta (SST) method
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the improved split-step theta (ISST) method
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convergence rate
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exponential mean square stability
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