Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521)
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scientific article; zbMATH DE number 7622765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7622765 |
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Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (English)
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24 November 2022
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stochastic differential equations with piecewise continuous arguments (SDEPCAs)
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stochastic theta (ST) method
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forward-backward Euler-Maruyama (FBEM) method
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convergence rate
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