Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients |
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Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (English)
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2 December 2020
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split-step numerical methods
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one-sided Lipschitz condition
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stochastic differential equations
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strong convergence
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