Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899)
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scientific article; zbMATH DE number 6288389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients |
scientific article; zbMATH DE number 6288389 |
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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (English)
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25 April 2014
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super-linear diffusion coefficients
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dissipative model
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stochastic differential equation
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strong convergence
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backward Euler-Maruyama scheme
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implicit method
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local Lipschitz
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multilevel Monte Carlo techniques
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