Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360)

From MaRDI portal





scientific article; zbMATH DE number 6621642
Language Label Description Also known as
English
Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
scientific article; zbMATH DE number 6621642

    Statements

    Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (English)
    0 references
    0 references
    0 references
    0 references
    1 September 2016
    0 references
    stochastic differential equations
    0 references
    stochastic theta method
    0 references
    asymptotic moment boundedness
    0 references
    numerical stationary distribution
    0 references
    0 references
    0 references

    Identifiers