Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of split-step theta methods for non-autonomous stochastic differential equations |
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Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (English)
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28 November 2014
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strong convergence
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split-step theta methods
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one-sided Lipschitz condition
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bounded moments
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Itô stochastic differential equations
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numerical result
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