The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation |
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The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (English)
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12 September 2016
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stochastic differential equations
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explicit methods
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strong convergence
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Steklov average
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