Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436)
From MaRDI portal
scientific article; zbMATH DE number 7532846
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients |
scientific article; zbMATH DE number 7532846 |
Statements
Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (English)
0 references
27 May 2022
0 references
stochastic differential equation
0 references
locally Lipschitz condition
0 references
semi-balanced Euler method
0 references
truncated-balanced Euler method
0 references
convergence and stability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references