A stable numerical scheme for stochastic differential equations with multiplicative noise (Q4976104)
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: A stable numerical scheme for stochastic differential equations with multiplicative noise |
scientific article; zbMATH DE number 6754161
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stable numerical scheme for stochastic differential equations with multiplicative noise |
scientific article; zbMATH DE number 6754161 |
Statements
A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (English)
0 references
27 July 2017
0 references
stochastic differential equation
0 references
stable numerical scheme
0 references
weak error
0 references
mean-square convergence
0 references
convergence rate
0 references
bilinearity
0 references
unstable equilibrium point
0 references
local Lipschitz condition
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 references
0 references
0 references
0.7881832122802734
0 references
0.785912275314331
0 references
0.7673047184944153
0 references
0.7665004730224609
0 references
