Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients |
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Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (English)
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16 November 2021
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nonlinear problems
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the balanced method
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strong convergence
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exponential stability
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mean-square contraction
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