Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients |
scientific article |
Statements
Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (English)
0 references
9 June 2017
0 references
stochastic differential equations
0 references
semi-tamed Euler scheme
0 references
strong convergence
0 references
mean square stability
0 references
