scientific article; zbMATH DE number 5302732

MaRDI QIDQ3514440zbMATH OpenFDO

Authors Yongtian Wang, Chenggui Yuan

Publication date 21 July 2008

zbMATH Keywords

convergence in probabilityEuler-Maruyama methodItô's formulaLipschitz condition

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited in

(6)

• Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations
• scientific article; zbMATH DE number 19570 (Why is no real title available?)
• scientific article; zbMATH DE number 7366290 (Why is no real title available?)
• The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
• A probability approximation framework: Markov process approach
• Approximations related to tempered stable distributions

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