Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients |
scientific article; zbMATH DE number 7280112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients |
scientific article; zbMATH DE number 7280112 |
Statements
Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (English)
0 references
2 December 2020
0 references
split-step numerical methods
0 references
one-sided Lipschitz condition
0 references
stochastic differential equations
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
