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

DOI10.4208/aamm.OA-2021-0335WikidataQ117217812 ScholiaQ117217812MaRDI QIDQ5889043

Wei Liu, Xiaotong Li, Zhuo Xing, Juan Liao

Publication date: 26 April 2023

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

zbMATH Keywords

strong convergence; asymptotic stability; explicit method; super-linear coefficients; time-changed stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

65C30: Numerical solutions to stochastic differential and integral equations