B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030)
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scientific article; zbMATH DE number 6324903
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| English | B-convergence of split-step one-leg theta methods for stochastic differential equations |
scientific article; zbMATH DE number 6324903 |
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B-convergence of split-step one-leg theta methods for stochastic differential equations (English)
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5 August 2014
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split-step one-leg theta methods
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one-sided Lipschitz condition
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boundedness of moments
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B-convergence
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strong convergence
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stochastic differential equations
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numerical experiments
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0.8937287926673889
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0.87132328748703
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0.8621352314949036
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0.8382813334465027
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