Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients

DOI10.4208/AAMM.OA-2021-0335OpenAlexW4321610077WikidataQ117217812 ScholiaQ117217812MaRDI QIDQ5889043FDOQ5889043

Authors: Xiaotong Li, Juan Liao, Wei Liu, Zhuo Xing 

Publication date: 26 April 2023

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/aamm.oa-2021-0335

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zbMATH Keywords

asymptotic stabilitystrong convergenceexplicit methodsuper-linear coefficientstime-changed stochastic differential equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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