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
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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
- Stochastic differential equations and applications.
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- On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
- Split-step forward methods for stochastic differential equations
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- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
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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 that?)
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