Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436)
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scientific article; zbMATH DE number 7532846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients |
scientific article; zbMATH DE number 7532846 |
Statements
Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (English)
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27 May 2022
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stochastic differential equation
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locally Lipschitz condition
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semi-balanced Euler method
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truncated-balanced Euler method
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convergence and stability
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