Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (Q4785807)

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scientific article; zbMATH DE number 1848625
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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
scientific article; zbMATH DE number 1848625

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    Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (English)
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    5 January 2003
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    backward Euler method
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    Euler-Maruyama method
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    finite-time convergence
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    moment bounds
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    nonlinearity
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    one-sided Lipschitz condition
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    split-step
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