Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062)
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scientific article; zbMATH DE number 7137017
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| English | Divergence of the backward Euler method for ordinary stochastic differential equations |
scientific article; zbMATH DE number 7137017 |
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Divergence of the backward Euler method for ordinary stochastic differential equations (English)
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27 November 2019
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ordinary stochastic differential equations
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backward Euler method
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strong \(L^p\)-divergence
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super-linear growth conditions
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one-sided Lipschitz condition
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0.9031609
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0.90055114
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0.89807487
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0.8969844
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0.8958734
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0.89532954
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0.8932898
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