High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094)
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scientific article; zbMATH DE number 6594895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 6594895 |
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17 June 2016
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stochastic differential equations
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one-sided Lipschitz condition
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improved split-step theta methods
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strong convergence
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superlinearly growing condition
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0.93570864
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0.92985064
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0.92773587
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0.9240731
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0.91988766
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High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (English)
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