The following pages link to (Q5196518):
Displaying 4 items.
- Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
- B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics (Q3462229) (← links)
- Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)