Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720)
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| Language | Label | Description | Also known as |
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| English | Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations |
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Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (English)
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9 August 2022
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multi-valued stochastic differential equation
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backward Euler-Maruyama method
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strong convergence
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discontinuous drift
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stochastic gradient flow
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Hölder continuous drift
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stochastic inclusion equation
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