Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Order-preserving strong schemes for SDEs with locally Lipschitz coefficients |
scientific article; zbMATH DE number 6657047
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order-preserving strong schemes for SDEs with locally Lipschitz coefficients |
scientific article; zbMATH DE number 6657047 |
Statements
Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (English)
0 references
28 November 2016
0 references
non-globally Lipschitz coefficients
0 references
tamed schemes
0 references
explicit schemes
0 references
mean-square convergence
0 references
high-order schemes
0 references
stochastic differential equations
0 references
balanced Euler scheme
0 references
balanced Milstein scheme
0 references
numerical results
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
