Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962)
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 split-step theta methods for non-autonomous stochastic differential equations |
scientific article; zbMATH DE number 6375009
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence of split-step theta methods for non-autonomous stochastic differential equations |
scientific article; zbMATH DE number 6375009 |
Statements
Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (English)
0 references
28 November 2014
0 references
strong convergence
0 references
split-step theta methods
0 references
one-sided Lipschitz condition
0 references
bounded moments
0 references
Itô stochastic differential equations
0 references
numerical result
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8878701329231262
0 references
0.8578035235404968
0 references
0.8457455039024353
0 references
