Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119)
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scientific article; zbMATH DE number 7428135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7428135 |
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Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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16 November 2021
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one-sided Lipschitz condition
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commutative noise
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semi-tamed Milstein method
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strong convergence
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exponential mean square stability
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