Strong convergence of the split-step one-leg methods for stochastic differential equations
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Publication:4625486
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Cited in
(11)- Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
- Split-step forward Euler methods for solving stochastic delay differential equations
- Strong convergence of the improved split-step one-leg \(\theta\) methods for stochastic differential equations
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- scientific article; zbMATH DE number 7113305 (Why is no real title available?)
- Strong convergence of the split-step \(\theta\) method for neutral stochastic delay differential equations
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
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- Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps
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