Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486)
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scientific article
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| English | Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations |
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Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (English)
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16 December 2020
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time-changed stochastic differential equations
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semi-implicit Euler-Maruyama method
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strong convergence
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mean square polynomial stability subordinator
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0.8337377309799194
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0.7872133851051331
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0.78400719165802
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