Publication:6121996

DOI10.22034/cmde.2022.52638.2212MaRDI QIDQ6121996

Amir Haghighi

Publication date: 27 February 2024

zbMATH Keywords

strong convergence; split-step method; local Lipschitz condition; truncated method; Khasiminskii condition

Mathematics Subject Classification ID

65C30: Numerical solutions to stochastic differential and integral equations

65L07: Numerical investigation of stability of solutions to ordinary differential equations