scientific article; zbMATH DE number 7532058

DOI10.30495/JME.V0I0.1699zbMath1491.60089MaRDI QIDQ5078985

Mohsen Avaji, Bahram Tarami

Publication date: 25 May 2022

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationstrong convergence\(\alpha\)-stable processabsolute-value stabilitysplit step forward method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35)

Cites Work

• Split-step forward methods for stochastic differential equations
• On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
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