Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155)
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scientific article; zbMATH DE number 7738622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations |
scientific article; zbMATH DE number 7738622 |
Statements
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (English)
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15 September 2023
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stochastic differential equations
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modified truncated Milstein method
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strong convergence
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exponential stability
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local boundedness condition
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