Strong convergence of the split-step one-leg \(\theta \) methods for stochastic differential equations (Q4625486)
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scientific article; zbMATH DE number 7029049
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| English | Strong convergence of the split-step one-leg \(\theta \) methods for stochastic differential equations |
scientific article; zbMATH DE number 7029049 |
Statements
22 February 2019
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stochastic delay differential equations
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split-step one-leg \(\theta\) methods
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one-sided Lipschitz condition
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strong convergence
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0.893090546131134
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0.8722871541976929
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0.87132328748703
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0.8700246214866638
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