scientific article; zbMATH DE number 7236773

zbMATH Open1440.60064MaRDI QIDQ5116778FDOQ5116778

Jean Daniel Mukam, Antoine Tambue

Publication date: 18 August 2020

Full work available at URL: http://www.seminariomatematico.polito.it/rendiconti/76-2/165.pdf

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) White noise theory (60H40)

Cited In (6)

• High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
• Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients
• Numerical methods for nonlinear stochastic differential equations with jumps
• Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5116778)