Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Divergence of the backward Euler method for ordinary stochastic differential equations |
scientific article; zbMATH DE number 7137017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergence of the backward Euler method for ordinary stochastic differential equations |
scientific article; zbMATH DE number 7137017 |
Statements
Divergence of the backward Euler method for ordinary stochastic differential equations (English)
0 references
27 November 2019
0 references
ordinary stochastic differential equations
0 references
backward Euler method
0 references
strong \(L^p\)-divergence
0 references
super-linear growth conditions
0 references
one-sided Lipschitz condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9031609
0 references
0.90055114
0 references
0 references
0.89807487
0 references
0.8969844
0 references
0.8958734
0 references
0.89532954
0 references
0 references
0.8932898
0 references
