Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients |
scientific article |
Statements
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (English)
0 references
13 January 2022
0 references
stochastic differential equations
0 references
adaptive timestepping
0 references
semi-implicit Euler method
0 references
non-globally Lipschitz coefficients
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
