Strong convergence of split-step forward methods for stochastic differential equations driven by S S processes
DOI10.30495/JME.V0I0.1699zbMATH Open1491.60089MaRDI QIDQ5078985FDOQ5078985
Authors: B. Tarami, Mohsen Avaji 
Publication date: 25 May 2022
Recommendations
- Split-step forward methods for stochastic differential equations
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
- scientific article; zbMATH DE number 6164564
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- scientific article; zbMATH DE number 7113305
stochastic differential equationstrong convergence\(\alpha\)-stable processabsolute-value stabilitysplit step forward method
Stochastic approximation (62L20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35)
Cites Work
- scientific article; zbMATH DE number 431863 (Why is no real title available?)
- scientific article; zbMATH DE number 711262 (Why is no real title available?)
- scientific article; zbMATH DE number 6164564 (Why is no real title available?)
- 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
- Split-step forward methods for stochastic differential equations
- Stochastic differential equations and applications.
Cited In (5)
- Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics
- Simulation of non-Lipschitz stochastic differential equations driven by \(\alpha\)-stable noise: a method based on deterministic homogenization
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process
- Title not available (Why is no real title available?)
This page was built for publication: Strong convergence of split-step forward methods for stochastic differential equations driven by \(S \alpha S\) processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078985)
