On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418)
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| English | On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method |
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On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
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12 January 2016
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semi-discrete method
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super-linear drift and diffusion
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Hölder continuous
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3/2-model
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order of convergence
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0.8165232539176941
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0.8038911819458008
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0.7951862215995789
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0.792402446269989
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0.7845103740692139
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