Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927)
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 and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations |
scientific article; zbMATH DE number 7390219
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations |
scientific article; zbMATH DE number 7390219 |
Statements
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (English)
0 references
2 September 2021
0 references
stochastic differential equation
0 references
local Lipschitz condition
0 references
explicit scheme
0 references
Lyapunov functions
0 references
LaSalle's theorem
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8509109020233154
0 references
0.8467748761177063
0 references
0.8203212022781372
0 references
0.8115950226783752
0 references
