Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient |
scientific article |
Statements
Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (English)
0 references
28 August 2020
0 references
strong convergence
0 references
split-step backward Euler method
0 references
stochastic C-stability
0 references
stochastic B-consistency
0 references
stochastic delay differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
