Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7532846
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8636873960494995
0 references
0.8508399724960327
0 references
0.839558482170105
0 references
0.8298631310462952
0 references
0.8221572637557983
0 references
