The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640)
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scientific article; zbMATH DE number 6626258
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| English | The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation |
scientific article; zbMATH DE number 6626258 |
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The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (English)
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12 September 2016
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stochastic differential equations
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explicit methods
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strong convergence
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Steklov average
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0.9156026
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0.9054319
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0.9024229
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0.89906967
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0.89506245
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0.8910372
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0.88454795
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