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; zbMATH DE number 7000389
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| English | Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7000389 |
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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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0.9691402912139891
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0.9204980731010436
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0.899562656879425
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0.8928636312484741
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