Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908)
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scientific article; zbMATH DE number 6728479
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| English | Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients |
scientific article; zbMATH DE number 6728479 |
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Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (English)
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9 June 2017
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stochastic differential equations
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semi-tamed Euler scheme
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strong convergence
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mean square stability
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0.9588692
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0.9364026
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0.9346234
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0.9330492
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0.93224645
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0.93110144
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0.92661977
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0.92520547
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