Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884)

From MaRDI portal
scientific article; zbMATH DE number 7314947
Language Label Description Also known as
English
Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations
scientific article; zbMATH DE number 7314947

    Statements

    Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (English)
    0 references
    0 references
    0 references
    0 references
    24 February 2021
    0 references
    locally Lipschitz condition
    0 references
    strong convergence
    0 references
    stability
    0 references
    non-autonomous stochastic differential equations
    0 references
    0 references

    Identifiers