The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments |
scientific article |
Statements
The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (English)
0 references
4 February 2016
0 references
stochastic differential equations
0 references
piecewise constant arguments
0 references
Euler-Maruyama method
0 references
mean square convergence
0 references
exponential stability in mean square
0 references
0 references
0 references
0 references
0 references
0 references
0 references
